XML 86 R75.htm IDEA: XBRL DOCUMENT
v3.23.2

FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands | Jun. 30, 2023 | Mar. 31, 2023 | Dec. 31, 2022 | Jun. 30, 2022 | Mar. 31, 2022 | Dec. 31, 2021
--- | --- | --- | --- | --- | --- | ---
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities | [1] | $ 71,202,461 |  | $ 65,789,907 | [2] |  |  |
Loans |  |  |  |  |  |  |  |
Mortgage servicing rights |  | 2,018,896 | $ 1,790,980 | 1,748,209 |  | $ 1,421,420 | $ 1,108,937 | $ 544,562
Derivative assets |  |  |  |  |  |  |  |
Interest rate swaps |  | 457,119 |  | 342,064 | [2] |  |  |
Liabilities |  |  |  |  |  |  |  |
Participations issued |  | 492,307 |  | 800,849 | [2] |  |  |
Derivative liabilities |  |  |  |  |  |  |  |
Interest rate swaps |  | 96,618 |  | 108,724 |  |  |  |
Residential mortgage loans |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Residential mortgage loans |  | 12,472,739 |  | 10,931,744 |  |  |  |
Fair Value, Measurements, Recurring |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  | 67,764,264 |  | 62,274,895 |  |  |  |
Credit risk transfer securities |  | 1,064,401 |  | 997,557 |  |  |  |
Loans |  |  |  |  |  |  |  |
Mortgage servicing rights |  | 2,018,896 |  | 1,748,209 |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Other derivatives |  | 427,093 |  | 309,058 |  |  |  |
Total assets |  | 86,151,215 |  | 78,811,924 |  |  |  |
Liabilities |  |  |  |  |  |  |  |
Debt issued by securitization vehicles |  | 9,789,282 |  | 7,744,160 |  |  |  |
Participations issued |  | 492,307 |  | 800,849 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |  |
Interest rate swaps |  | 96,618 |  | 108,724 |  |  |  |
Other derivatives |  | 59,564 |  | 95,448 |  |  |  |
Total liabilities |  | 10,437,771 |  | 8,749,181 |  |  |  |
Fair Value, Measurements, Recurring | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles |  | 11,318,419 |  | 9,121,912 |  |  |  |
Fair Value, Measurements, Recurring | Non-Agency mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 2,008,106 |  | 1,991,146 |  |  |  |
Fair Value, Measurements, Recurring | Commercial mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 365,690 |  | 526,309 |  |  |  |
Fair Value, Measurements, Recurring | Residential mortgage loans |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Residential mortgage loans |  | 1,154,320 |  | 1,809,832 |  |  |  |
Fair Value, Measurements, Recurring | Interest rate swaps |  |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Interest rate swaps |  | 30,026 |  | 33,006 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Credit risk transfer securities |  | 0 |  | 0 |  |  |  |
Loans |  |  |  |  |  |  |  |
Mortgage servicing rights |  | 0 |  | 0 |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Other derivatives |  | 139,108 |  | 33,179 |  |  |  |
Total assets |  | 139,108 |  | 33,179 |  |  |  |
Liabilities |  |  |  |  |  |  |  |
Debt issued by securitization vehicles |  | 0 |  | 0 |  |  |  |
Participations issued |  | 0 |  | 0 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |  |
Interest rate swaps |  | 0 |  | 0 |  |  |  |
Other derivatives |  | 37,049 |  | 11,919 |  |  |  |
Total liabilities |  | 37,049 |  | 11,919 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Commercial mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Residential mortgage loans |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Residential mortgage loans |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Interest rate swaps |  |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Interest rate swaps |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  | 67,764,264 |  | 62,274,895 |  |  |  |
Credit risk transfer securities |  | 1,064,401 |  | 997,557 |  |  |  |
Loans |  |  |  |  |  |  |  |
Mortgage servicing rights |  | 0 |  | 0 |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Other derivatives |  | 287,985 |  | 275,879 |  |  |  |
Total assets |  | 83,993,211 |  | 77,030,536 |  |  |  |
Liabilities |  |  |  |  |  |  |  |
Debt issued by securitization vehicles |  | 9,789,282 |  | 7,744,160 |  |  |  |
Participations issued |  | 492,307 |  | 800,849 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |  |
Interest rate swaps |  | 96,618 |  | 108,724 |  |  |  |
Other derivatives |  | 22,515 |  | 83,529 |  |  |  |
Total liabilities |  | 10,400,722 |  | 8,737,262 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles |  | 11,318,419 |  | 9,121,912 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 2,008,106 |  | 1,991,146 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Commercial mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 365,690 |  | 526,309 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Residential mortgage loans |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Residential mortgage loans |  | 1,154,320 |  | 1,809,832 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Interest rate swaps |  | 30,026 |  | 33,006 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Credit risk transfer securities |  | 0 |  | 0 |  |  |  |
Loans |  |  |  |  |  |  |  |
Mortgage servicing rights |  | 2,018,896 |  | 1,748,209 |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Other derivatives |  | 0 |  | 0 |  |  |  |
Total assets |  | 2,018,896 |  | 1,748,209 |  |  |  |
Liabilities |  |  |  |  |  |  |  |
Debt issued by securitization vehicles |  | 0 |  | 0 |  |  |  |
Participations issued |  | 0 |  | 0 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |  |
Interest rate swaps |  | 0 |  | 0 |  |  |  |
Other derivatives |  | 0 |  | 0 |  |  |  |
Total liabilities |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Commercial mortgage-backed securities |  |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |  |
Mortgage-backed securities |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Residential mortgage loans |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |
Residential mortgage loans |  | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Interest rate swaps |  |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |  |
Interest rate swaps |  | $ 0 |  | $ 0 |  |  |  |
[1] | (3)Excludes $1.3 billion and $1.0 billion at June 30, 2023 and December 31, 2022, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.
[2] | (1)Derived from the audited consolidated financial statements at December 31, 2022.

X
- Definition Financial assets, fair value disclosure. + References No definition available. + Details
Name: | nly_FinancialAssetsFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Mortgage loans fair value disclosure. + References No definition available. + Details
Name: | nly_MortgageLoansFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Other derivative instrument obligations meeting the definition of an asset which the Company is a party to as of the balance sheet date. + References No definition available. + Details
Name: | nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition This element represents the fair value of derivative liabilities categorized as other as of the balance sheet date. + References No definition available. + Details
Name: | nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Securitized debt of consolidated VIEs fair value disclosure. + References No definition available. + Details
Name: | nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- References No definition available. + Details
Name: | us-gaap_AssetsFairValueDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 12 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-12 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 3: http://www.xbrl.org/2003/role/exampleRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 55 -Paragraph 1 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480493/946-210-55-1 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (a)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (a)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (a)(4) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (a)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-1 Reference 8: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (b)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-1 Reference 9: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (b)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-1 Reference 10: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 1 -Subparagraph (c)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-1 Reference 11: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 12: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section 50 -Paragraph 6 -Subparagraph (a)(3) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480524/946-210-50-6 Reference 13: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-04(3)(c)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147479617/946-210-S99-1 Reference 14: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5C -Subparagraph (SX 210.12-13C(Column H)(Footnote 7)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5C Reference 15: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 210 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-04(3)(b)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147479617/946-210-S99-1 Reference 16: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5 -Subparagraph (SX 210.12-13(Column A)(Footnote 3)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5 Reference 17: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5C -Subparagraph (SX 210.12-13C(Column H)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5C Reference 18: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5A -Subparagraph (SX 210.12-13A(Column E)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5A Reference 19: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5B -Subparagraph (SX 210.12-13B(Column E)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5B Reference 20: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 5B -Subparagraph (SX 210.12-13B(Column E)(Footnote 4)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-5B Reference 21: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147483466/210-20-50-3 Reference 22: http://www.xbrl.org/2003/role/exampleRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 22 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-22 Reference 23: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 10 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-10 Reference 24: http://www.xbrl.org/2003/role/disclosureRef -Topic 825 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 10 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482907/825-10-50-10 + Details
Name: | us-gaap_DerivativeAssets
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- References No definition available. + Details
Name: | us-gaap_DerivativeAssetsAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_DerivativeLiabilitiesAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition 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. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481961/940-320-45-2 + Details
Name: | us-gaap_FinancialInstrumentsOwnedAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition 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. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481961/940-320-45-2 + Details
Name: | us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value of firm holdings in securities classified as other. Includes pledged and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481961/940-320-45-2 + Details
Name: | us-gaap_FinancialInstrumentsOwnedOtherAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition 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. + References No definition available. + Details
Name: | us-gaap_FinancialLiabilitiesFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition 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. + References No definition available. + Details
Name: | us-gaap_InterestRateDerivativeLiabilitiesAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- References No definition available. + Details
Name: | us-gaap_LiabilitiesFairValueDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_LoansPayableAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value of securitized, pay-through debt securities collateralized by real estate mortgage loans classified as available-for-sale. + References No definition available. + Details
Name: | us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition The aggregate amount of the participation liability at the end of the accounting period. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 470 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481212/470-30-50-1 + Details
Name: | us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 50 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (a)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481229/860-50-50-3 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 50 -Name Accounting Standards Codification -Section 45 -Paragraph 2 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481260/860-50-45-2 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 50 -Name Accounting Standards Codification -Section 45 -Paragraph 1 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481260/860-50-45-1 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 50 -Name Accounting Standards Codification -Section 45 -Paragraph 2 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481260/860-50-45-2 + Details
Name: | us-gaap_ServicingAssetAtFairValueAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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

X
- Details
Name: | us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_PledgedStatusAxis=nly_AssetTransferredOrPledgedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

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

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

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |