XML 59 R48.htm IDEA: XBRL DOCUMENT
v3.23.3

SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands | 9 Months Ended
--- | ---
Sep. 30, 2023 USD ($)
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | $ 65,789,907 | [1],[2]
Purchases | 30,997,473 |
Sales | (20,869,082) |
Principal paydowns | (4,706,959) |
(Amortization) / accretion | (112,988) |
Fair value adjustment | (1,237,621) |
Ending balance September 30, 2023 | 69,860,730 | [2]
Agency Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 62,274,895 |
Purchases | 30,200,558 |
Sales | (19,960,379) |
Principal paydowns | (4,469,534) |
(Amortization) / accretion | (130,409) |
Fair value adjustment | (1,323,595) |
Ending balance September 30, 2023 | 66,591,536 |
Residential Credit Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 2,988,703 |
Purchases | 720,749 |
Sales | (516,501) |
Principal paydowns | (231,991) |
(Amortization) / accretion | 16,498 |
Fair value adjustment | 69,354 |
Ending balance September 30, 2023 | 3,046,812 |
Commercial Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 526,309 |
Purchases | 76,166 |
Sales | (392,202) |
Principal paydowns | (5,434) |
(Amortization) / accretion | 923 |
Fair value adjustment | 16,620 |
Ending balance September 30, 2023 | $ 222,382 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2022.
[2] | (3)Excludes $1.3 billion and $1.0 billion at September 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.

X
- Definition Accretion (Amortization) Of Debt Securities Available-For-Sale + References No definition available. + Details
Name: | nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Debt Securities, Available-For-Sale [Roll Forward] + References No definition available. + Details
Name: | nly_DebtSecuritiesAvailableForSaleRollForward
Namespace Prefix: | nly_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity + References No definition available. + Details
Name: | nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity + References No definition available. + Details
Name: | nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
Namespace Prefix: | nly_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition 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). + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 326 -SubTopic 30 -Name Accounting Standards Codification -Section 45 -Paragraph 1 -Publisher FASB -URI https://asc.fasb.org//1943274/2147479130/326-30-45-1 + Details
Name: | us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 220 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 10A -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482790/220-10-45-10A Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 220 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 10A -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482790/220-10-45-10A Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 220 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 11 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482790/220-10-45-11 + Details
Name: | us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition 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). + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 320 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 11 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481830/320-10-45-11 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 230 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 11 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482740/230-10-45-11 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 230 -SubTopic 10 -Name Accounting Standards Codification -Section 45 -Paragraph 12 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482740/230-10-45-12 + Details
Name: | us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

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

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