XML 91 R79.htm IDEA: XBRL DOCUMENT
v3.24.3

SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Sep. 30, 2024 | Dec. 31, 2023
--- | --- | ---
Repurchase Agreements: |  |  |
Gross amounts | $ 66,989,156 | $ 64,469,836 |
Amounts offset | (2,678,880) | (2,268,293) |
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition. | $ 64,310,276 | $ 62,201,543 | [1]
Repurchase agreements, remaining maturities, percentage | 1.00% | 0.00% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | $ 641,403 | $ 695,520 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 2,536,370 | 2,157,763 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 1,267,207 | 851,851 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 62,448,885 | 60,573,426 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 95,291 | 191,276 |
1 day |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 25,215,457 | 0 |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 175,637 | 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 41,503 | 0 |
1 day | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 24,998,317 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 2,094,734 | 35,080,196 |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 275,927 | 555,568 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 846,860 | 840,400 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 221,231 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 655,425 | 33,492,952 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 95,291 | 191,276 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 34,814,805 | 18,618,606 |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 589,802 | 528,341 |
30 to 59 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 26,404 | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 34,198,599 | 18,090,265 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 3,801,389 | 7,198,769 |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 142,486 | 139,952 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 611,235 | 579,611 |
60 to 89 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 452,799 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 2,594,869 | 6,479,206 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 131,078 | 247,306 |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 47,353 | 0 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 82,050 | 39,714 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 207,592 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 1,675 | 0 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 931,693 | 3,324,959 |
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 364,920 | 169,697 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 566,773 | 644,259 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 2,511,003 |
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | $ 0 | $ 0 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.

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 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 860 -SubTopic 30 -Name Accounting Standards Codification -Section 50 -Paragraph 7 -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147481420/860-30-50-7 Reference 2: 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 of asset associated with 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. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 55 -Paragraph 8 -SubTopic 20 -Topic 210 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-8 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 20 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-20 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147483466/210-20-50-3 + Details
Name: | us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseAsset
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amount, before 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 elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147483466/210-20-50-3 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 7 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-7 + Details
Name: | us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseGross
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Amount, after effect of master netting arrangement, of fund outstanding borrowed in form of security repurchase agreement for sale and repurchase of identical or substantially same security at date certain for specified price. Includes financial instrument subject to master netting arrangement not elected or qualified to offset. Excludes security sold under agreement to repurchase not subject to master netting arrangement or similar agreement. + References Reference 1: 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 2: 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 + Details
Name: | us-gaap_SecuritySoldUnderAgreementToRepurchaseAfterOffsetSubjectToMasterNettingArrangement
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: |