XML 91 R80.htm IDEA: XBRL DOCUMENT
v3.23.3

SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Sep. 30, 2023 | Dec. 31, 2022
--- | --- | ---
Repurchase Agreements: |  |  |
Netted amounts | $ 64,693,821 | $ 59,512,597 | [1]
Weighted Average Rate | 5.54% | 4.29% |
Repurchase agreements, remaining maturities, percentage | 4.00% | 0.00% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 664,452 | $ 468,695 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,311,929 | 2,013,261 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 751,298 | 718,600 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 60,827,400 | 55,855,293 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 138,742 | 456,748 |
1 day |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
Weighted Average Rate | 0.00% | 0.00% |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 29,960,779 | $ 31,426,193 |
Weighted Average Rate | 5.50% | 4.27% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 523,341 | $ 193,069 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 792,578 | 524,432 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 45,874 | 200,931 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 28,460,244 | 30,244,050 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 138,742 | 263,711 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 24,249,559 | $ 22,107,566 |
Weighted Average Rate | 5.52% | 4.18% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 141,111 | $ 149,733 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 751,919 | 632,673 |
30 to 59 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 23,356,529 | 21,200,770 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 124,390 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 1,136,067 | $ 5,262,025 |
Weighted Average Rate | 5.96% | 4.59% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 494,951 | 782,905 |
60 to 89 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 641,116 | 4,410,473 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 68,647 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 296,742 | $ 367,800 |
Weighted Average Rate | 6.95% | 5.82% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 125,893 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 108,720 | 73,251 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 185,443 | 168,656 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,579 | 0 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 9,050,674 | $ 349,013 |
Weighted Average Rate | 5.61% | 6.37% |
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 163,761 | 0 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 519,981 | 349,013 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 8,366,932 | 0 |
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2022.

X
- Definition Repurchase Agreements, Maturity Greater Than One Year, Percentage + References No definition available. + Details
Name: | nly_RepurchaseAgreementsMaturityGreaterThanOneYearPercentage
Namespace Prefix: | nly_
Data Type: | dtr-types1:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Weighted average rate of repurchase agreements. + References No definition available. + Details
Name: | nly_RepurchaseAgreementsWeightedAverageRates
Namespace Prefix: | nly_
Data Type: | dtr-types1:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 235 -SubTopic 10 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480678/235-10-S99-1 + Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 2 -Subparagraph (SX 210.12-12A(Column A)(Footnote 2)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-2 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.12-12(Column A)(Footnote 2)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-1 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 6 -Subparagraph (SX 210.12-14(Column A)(Footnote 2)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-6 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 320 -Name Accounting Standards Codification -Section S99 -Paragraph 3 -Subparagraph (SX 210.12-12B(Column A)(Footnote 4)(b)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480032/946-320-S99-3 Reference 5: 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 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 235 -SubTopic 10 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480678/235-10-S99-1 Reference 7: http://www.xbrl.org/2003/role/disclosureRef -Topic 235 -SubTopic 10 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480678/235-10-S99-1 Reference 8: 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 9: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -Publisher FASB -URI https://asc.fasb.org//1943274/2147479853/942-210-S99-1 + Details
Name: | us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

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

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

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

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |