XML 82 R71.htm IDEA: XBRL DOCUMENT
v3.23.2

DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended | 12 Months Ended
--- | --- | --- | ---
Mar. 31, 2023 | Jun. 30, 2023 | Dec. 31, 2022
Futures contracts |  |  |
Derivative [Line Items] |  |  |
Weighted Average Underlying Years to Maturity |  | 3 years 3 months 3 days | 4 years 7 months 17 days
Futures contracts | Notional - Long Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 98,000 | $ 0
Futures contracts | Notional - Short Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 11,511,200 | $ 21,188,700
U.S. Treasury futures - 2 year |  |  |
Derivative [Line Items] |  |  |
Maturity period | 2 years | 2 years |
Weighted Average Underlying Years to Maturity |  | 1 year 11 months 19 days | 1 year 11 months 15 days
U.S. Treasury futures - 2 year | Notional - Long Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 0 | $ 0
U.S. Treasury futures - 2 year | Notional - Short Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 9,071,400 | $ 8,518,400
U.S. Treasury futures - 5 year |  |  |
Derivative [Line Items] |  |  |
Maturity period | 5 years | 5 years |
Weighted Average Underlying Years to Maturity |  | 4 years 4 months 20 days | 4 years 4 months 13 days
U.S. Treasury futures - 5 year | Notional - Long Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 98,000 | $ 0
U.S. Treasury futures - 5 year | Notional - Short Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 0 | $ 5,803,400
U.S. Treasury futures - 10 year and greater |  |  |
Derivative [Line Items] |  |  |
Maturity period | 10 years | 10 years |
Weighted Average Underlying Years to Maturity |  | 8 years 3 days | 8 years 1 month 24 days
U.S. Treasury futures - 10 year and greater | Notional - Long Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 0 | $ 0
U.S. Treasury futures - 10 year and greater | Notional - Short Positions |  |  |
Derivative [Line Items] |  |  |
Current notional |  | $ 2,439,800 | $ 6,866,900

X
- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
Name: | us-gaap_DerivativeAverageRemainingMaturity1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 40 -Name Accounting Standards Codification -Section 50 -Paragraph 5 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480237/815-40-50-5 + Details
Name: | us-gaap_DerivativeLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A + Details
Name: | us-gaap_DerivativeNotionalAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

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

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

X
- Details
Name: | us-gaap_PositionAxis=us-gaap_LongMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_PositionAxis=us-gaap_ShortMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

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

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