2021 Q2 Form 10-Q Financial Statement

#000162828021015946 Filed on August 06, 2021

View on sec.gov

Income Statement

Concept 2021 Q2 2020 Q2
Revenue -$171.9M $1.181B
YoY Change -114.56% -223.8%
Cost Of Revenue $61.05M $186.0M
YoY Change -67.18% -75.21%
Gross Profit -$232.9M $994.7M
YoY Change -123.42% -158.38%
Gross Profit Margin 84.25%
Selling, General & Admin $53.53M $67.70M
YoY Change -20.94% -13.65%
% of Gross Profit 6.81%
Research & Development
YoY Change
% of Gross Profit
Depreciation & Amortization $9.718M $9.000M
YoY Change 7.98% -10.0%
% of Gross Profit 0.9%
Operating Expenses $54.02M $136.4M
YoY Change -60.4% 73.98%
Operating Profit -$286.9M $858.3M
YoY Change -133.43% -148.16%
Interest Expense $61.05M $186.0M
YoY Change -67.18% -75.2%
% of Operating Profit 21.67%
Other Income/Expense, Net -$567.0M $12.33M
YoY Change -4698.99% -56.25%
Pretax Income -$289.7M $858.3M
YoY Change -133.75% -148.16%
Income Tax $5.134M $2.055M
% Of Pretax Income 0.24%
Net Earnings -$295.6M $856.2M
YoY Change -134.53% -148.2%
Net Earnings / Revenue 72.52%
Basic Earnings Per Share -$0.23 $0.58
Diluted Earnings Per Share -$0.23 $0.58
COMMON SHARES
Basic Shares Outstanding 1.410B shares 1.424B shares
Diluted Shares Outstanding 1.410B shares 1.424B shares

Balance Sheet

Concept 2021 Q2 2020 Q2
SHORT-TERM ASSETS
Cash & Short-Term Investments $1.380B $1.394B
YoY Change -0.97% -29.67%
Cash & Equivalents $1.380B $1.394B
Short-Term Investments
Other Short-Term Assets
YoY Change
Inventory
Prepaid Expenses
Receivables $14.34M $747.0M
Other Receivables $250.2M $300.0M
Total Short-Term Assets $1.645B $2.441B
YoY Change -32.61% 0.54%
LONG-TERM ASSETS
Property, Plant & Equipment $11.84M $761.0M
YoY Change -98.44% 1.47%
Goodwill $0.00 $71.80M
YoY Change -100.0% 0.0%
Intangibles $26.50M $65.87M
YoY Change -59.76% 165.84%
Long-Term Investments $76.92B $89.70B
YoY Change -14.24% -29.99%
Other Assets $3.302B
YoY Change
Total Long-Term Assets $80.73B $91.02B
YoY Change -11.3% -29.65%
TOTAL ASSETS
Total Short-Term Assets $1.645B $2.441B
Total Long-Term Assets $80.73B $91.02B
Total Assets $82.38B $93.46B
YoY Change -11.86% -29.09%
SHORT-TERM LIABILITIES
YoY Change
Accounts Payable
YoY Change
Accrued Expenses $189.2M $200.0M
YoY Change -5.42% -71.95%
Deferred Revenue
YoY Change
Short-Term Debt $60.22B $67.16B
YoY Change -10.34% -36.09%
Long-Term Debt Due
YoY Change
Total Short-Term Liabilities $60.88B $69.80B
YoY Change -12.77% -34.64%
LONG-TERM LIABILITIES
Long-Term Debt $4.541B $8.506B
YoY Change -46.62% 3.92%
Other Long-Term Liabilities $3.314B $1.360B
YoY Change 143.69% 21.75%
Total Long-Term Liabilities $7.855B $9.866B
YoY Change -20.39% 6.06%
TOTAL LIABILITIES
Total Short-Term Liabilities $60.88B $69.80B
Total Long-Term Liabilities $7.855B $9.866B
Total Liabilities $68.74B $79.66B
YoY Change -13.71% -31.38%
SHAREHOLDERS EQUITY
Retained Earnings -$9.893B -$11.87B
YoY Change -16.67% 48.72%
Common Stock $14.44M $14.08M
YoY Change 2.59% -3.33%
Preferred Stock
YoY Change
Treasury Stock (at cost)
YoY Change
Treasury Stock Shares
Shareholders Equity $13.62B $13.79B
YoY Change
Total Liabilities & Shareholders Equity $82.38B $93.46B
YoY Change -11.86% -29.09%

Cashflow Statement

Concept 2021 Q2 2020 Q2
OPERATING ACTIVITIES
Net Income -$295.6M $856.2M
YoY Change -134.53% -148.2%
Depreciation, Depletion And Amortization $9.718M $9.000M
YoY Change 7.98% -10.0%
Cash From Operating Activities $506.0M $683.0M
YoY Change -25.91% -191.8%
INVESTING ACTIVITIES
Capital Expenditures -$99.80M $0.00
YoY Change -100.0%
Acquisitions
YoY Change
Other Investing Activities $430.2M $4.317B
YoY Change -90.03% -128.89%
Cash From Investing Activities $330.4M $4.318B
YoY Change -92.35% -128.57%
FINANCING ACTIVITIES
Cash Dividend Paid
YoY Change
Common Stock Issuance & Retirement, Net
YoY Change
Debt Paid & Issued, Net
YoY Change
Cash From Financing Activities -578.7M -6.431B
YoY Change -91.0% -139.42%
NET CHANGE
Cash From Operating Activities 506.0M 683.0M
Cash From Investing Activities 330.4M 4.318B
Cash From Financing Activities -578.7M -6.431B
Net Change In Cash 257.8M -1.430B
YoY Change -118.02% -410.87%
FREE CASH FLOW
Cash From Operating Activities $506.0M $683.0M
Capital Expenditures -$99.80M $0.00
Free Cash Flow $605.8M $683.0M
YoY Change -11.3% -218.78%

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CY2020Q2 us-gaap Other General And Administrative Expense
OtherGeneralAndAdministrativeExpense
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OtherGeneralAndAdministrativeExpense
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us-gaap Other General And Administrative Expense
OtherGeneralAndAdministrativeExpense
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CY2021Q2 us-gaap General And Administrative Expense
GeneralAndAdministrativeExpense
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CY2020Q2 us-gaap General And Administrative Expense
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us-gaap General And Administrative Expense
GeneralAndAdministrativeExpense
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us-gaap General And Administrative Expense
GeneralAndAdministrativeExpense
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CY2020Q2 us-gaap Income Loss From Continuing Operations Before Income Taxes Extraordinary Items Noncontrolling Interest
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us-gaap Income Loss From Continuing Operations Before Income Taxes Extraordinary Items Noncontrolling Interest
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us-gaap Income Loss From Continuing Operations Before Income Taxes Extraordinary Items Noncontrolling Interest
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CY2021Q2 us-gaap Income Tax Expense Benefit
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CY2020Q2 us-gaap Income Tax Expense Benefit
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ProfitLoss
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us-gaap Profit Loss
ProfitLoss
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us-gaap Profit Loss
ProfitLoss
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NetIncomeLossAttributableToNoncontrollingInterest
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us-gaap Net Income Loss
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CY2020Q2 us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
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us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
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us-gaap Preferred Stock Dividends And Other Adjustments
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CY2020Q2 us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
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us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
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us-gaap Net Income Loss Available To Common Stockholders Basic
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WeightedAverageNumberOfSharesOutstandingBasic
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CY2020Q2 us-gaap Weighted Average Number Of Shares Outstanding Basic
WeightedAverageNumberOfSharesOutstandingBasic
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CY2020Q2 us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
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us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
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us-gaap Weighted Average Number Of Diluted Shares Outstanding
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ProfitLoss
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CY2020Q2 us-gaap Profit Loss
ProfitLoss
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us-gaap Profit Loss
ProfitLoss
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us-gaap Profit Loss
ProfitLoss
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CY2020Q2 us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
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us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
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CY2021Q2 us-gaap Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax
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CY2020Q2 us-gaap Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax
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us-gaap Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax
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us-gaap Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax
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CY2021Q2 us-gaap Other Comprehensive Income Loss Net Of Tax Portion Attributable To Parent
OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
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CY2020Q2 us-gaap Other Comprehensive Income Loss Net Of Tax Portion Attributable To Parent
OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
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us-gaap Other Comprehensive Income Loss Net Of Tax Portion Attributable To Parent
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us-gaap Other Comprehensive Income Loss Net Of Tax Portion Attributable To Parent
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CY2020Q2 us-gaap Comprehensive Income Net Of Tax Including Portion Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
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us-gaap Comprehensive Income Net Of Tax Including Portion Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
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us-gaap Comprehensive Income Net Of Tax Including Portion Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
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CY2021Q2 us-gaap Comprehensive Income Net Of Tax Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
794000 USD
CY2020Q2 us-gaap Comprehensive Income Net Of Tax Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
32000 USD
us-gaap Comprehensive Income Net Of Tax Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
1115000 USD
us-gaap Comprehensive Income Net Of Tax Attributable To Noncontrolling Interest
ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
98000 USD
CY2021Q2 us-gaap Comprehensive Income Net Of Tax
ComprehensiveIncomeNetOfTax
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us-gaap Comprehensive Income Net Of Tax
ComprehensiveIncomeNetOfTax
-138889000 USD
CY2020Q2 us-gaap Comprehensive Income Net Of Tax
ComprehensiveIncomeNetOfTax
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us-gaap Comprehensive Income Net Of Tax
ComprehensiveIncomeNetOfTax
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CY2021Q2 us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
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CY2020Q2 us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
35509000 USD
us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
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us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
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CY2021Q2 nly Comprehensive Income Loss Attributable To Common Stock Holders
ComprehensiveIncomeLossAttributableToCommonStockHolders
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CY2020Q2 nly Comprehensive Income Loss Attributable To Common Stock Holders
ComprehensiveIncomeLossAttributableToCommonStockHolders
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nly Comprehensive Income Loss Attributable To Common Stock Holders
ComprehensiveIncomeLossAttributableToCommonStockHolders
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nly Comprehensive Income Loss Attributable To Common Stock Holders
ComprehensiveIncomeLossAttributableToCommonStockHolders
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CY2021Q2 us-gaap Stockholders Equity Including Portion Attributable To Noncontrolling Interest
StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
13639176000 USD
CY2020Q2 us-gaap Stockholders Equity Including Portion Attributable To Noncontrolling Interest
StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
13797603000 USD
CY2021Q2 us-gaap Stockholders Equity Including Portion Attributable To Noncontrolling Interest
StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
13639176000 USD
CY2020Q2 us-gaap Stockholders Equity Including Portion Attributable To Noncontrolling Interest
StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
13797603000 USD
us-gaap Profit Loss
ProfitLoss
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us-gaap Profit Loss
ProfitLoss
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AccretionAmortizationOfDiscountsAndPremiumsInvestments
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nly Amortization Of Securitized Debt Premiums And Discounts Net
AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet
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nly Depreciation Depletion And Amortization Excluding Amortization Of Debt Premiums And Discounts Deferred Financing Costs And Discounts Of Investments
DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments
17718000 USD
nly Depreciation Depletion And Amortization Excluding Amortization Of Debt Premiums And Discounts Deferred Financing Costs And Discounts Of Investments
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us-gaap Gain Loss On Sale Of Investments
GainLossOnSaleOfInvestments
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us-gaap Gain Loss On Sale Of Investments
GainLossOnSaleOfInvestments
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GainLossOnInvestmentsDebtAndDerivatives
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nly Gain Loss On Investments Debt And Derivatives
GainLossOnInvestmentsDebtAndDerivatives
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us-gaap Gain Loss On Sale Of Business
GainLossOnSaleOfBusiness
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us-gaap Gain Loss On Sale Of Business
GainLossOnSaleOfBusiness
0 USD
us-gaap Income Loss From Equity Method Investments
IncomeLossFromEquityMethodInvestments
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us-gaap Income Loss From Equity Method Investments
IncomeLossFromEquityMethodInvestments
1349000 USD
us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
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us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
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PaymentsForPurchaseOfLoansOperatingActivities
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nly Payments For Purchase Of Loans Operating Activities
PaymentsForPurchaseOfLoansOperatingActivities
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us-gaap Proceeds From Sale Of Loans Held For Sale
ProceedsFromSaleOfLoansHeldForSale
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us-gaap Proceeds From Sale Of Loans Held For Sale
ProceedsFromSaleOfLoansHeldForSale
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nly Payments For Proceeds From Derivative Instrument Operating Activities
PaymentsForProceedsFromDerivativeInstrumentOperatingActivities
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nly Payments For Proceeds From Derivative Instrument Operating Activities
PaymentsForProceedsFromDerivativeInstrumentOperatingActivities
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us-gaap Increase Decrease In Prepaid Deferred Expense And Other Assets
IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets
121876000 USD
us-gaap Increase Decrease In Prepaid Deferred Expense And Other Assets
IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets
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us-gaap Increase Decrease In Interest And Dividends Receivable
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us-gaap Increase Decrease In Interest And Dividends Receivable
IncreaseDecreaseInInterestAndDividendsReceivable
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us-gaap Increase Decrease In Interest Payable Net
IncreaseDecreaseInInterestPayableNet
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us-gaap Increase Decrease In Interest Payable Net
IncreaseDecreaseInInterestPayableNet
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us-gaap Increase Decrease In Accounts Payable And Accrued Liabilities
IncreaseDecreaseInAccountsPayableAndAccruedLiabilities
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us-gaap Increase Decrease In Accounts Payable And Accrued Liabilities
IncreaseDecreaseInAccountsPayableAndAccruedLiabilities
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us-gaap Net Cash Provided By Used In Operating Activities
NetCashProvidedByUsedInOperatingActivities
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us-gaap Net Cash Provided By Used In Operating Activities
NetCashProvidedByUsedInOperatingActivities
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us-gaap Payments To Acquire Available For Sale Securities Debt
PaymentsToAcquireAvailableForSaleSecuritiesDebt
12581731000 USD
us-gaap Payments To Acquire Available For Sale Securities Debt
PaymentsToAcquireAvailableForSaleSecuritiesDebt
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us-gaap Proceeds From Sale Of Available For Sale Securities Debt
ProceedsFromSaleOfAvailableForSaleSecuritiesDebt
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us-gaap Proceeds From Sale Of Available For Sale Securities Debt
ProceedsFromSaleOfAvailableForSaleSecuritiesDebt
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ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities
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us-gaap Proceeds From Maturities Prepayments And Calls Of Available For Sale Securities
ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities
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us-gaap Payments To Acquire Finance Receivables
PaymentsToAcquireFinanceReceivables
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us-gaap Payments To Acquire Finance Receivables
PaymentsToAcquireFinanceReceivables
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us-gaap Proceeds From Sale Of Held To Maturity Securities
ProceedsFromSaleOfHeldToMaturitySecurities
116570000 USD
us-gaap Proceeds From Sale Of Held To Maturity Securities
ProceedsFromSaleOfHeldToMaturitySecurities
510407000 USD
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ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities
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ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities
1040569000 USD
us-gaap Payments To Acquire Mortgage Servicing Rights Msr
PaymentsToAcquireMortgageServicingRightsMSR
98983000 USD
us-gaap Payments To Acquire Mortgage Servicing Rights Msr
PaymentsToAcquireMortgageServicingRightsMSR
0 USD
us-gaap Proceeds From Sale Of Mortgage Servicing Rights Msr
ProceedsFromSaleOfMortgageServicingRightsMSR
376000 USD
us-gaap Proceeds From Sale Of Mortgage Servicing Rights Msr
ProceedsFromSaleOfMortgageServicingRightsMSR
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nly Payments To Acquire Interest In Mortgage Servicing Rights
PaymentsToAcquireInterestInMortgageServicingRights
47098000 USD
nly Payments To Acquire Interest In Mortgage Servicing Rights
PaymentsToAcquireInterestInMortgageServicingRights
0 USD
nly Proceeds From Repurchase Agreements
ProceedsFromRepurchaseAgreements
1910919740000 USD
us-gaap Payments To Acquire Commercial Real Estate
PaymentsToAcquireCommercialRealEstate
1815000 USD
us-gaap Payments To Acquire Commercial Real Estate
PaymentsToAcquireCommercialRealEstate
820000 USD
us-gaap Proceeds From Sale Of Real Estate Heldforinvestment
ProceedsFromSaleOfRealEstateHeldforinvestment
53910000 USD
us-gaap Proceeds From Sale Of Real Estate Heldforinvestment
ProceedsFromSaleOfRealEstateHeldforinvestment
0 USD
us-gaap Proceeds From Securities Purchased Under Agreements To Resell
ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
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us-gaap Proceeds From Securities Purchased Under Agreements To Resell
ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
37100000000 USD
us-gaap Payments For Securities Purchased Under Agreements To Resell
PaymentsForSecuritiesPurchasedUnderAgreementsToResell
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us-gaap Payments For Securities Purchased Under Agreements To Resell
PaymentsForSecuritiesPurchasedUnderAgreementsToResell
37100000000 USD
nly Proceeds From Unconsolidated Joint Venture Excess Of Cumulative Earnings
ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings
290000 USD
nly Proceeds From Unconsolidated Joint Venture Excess Of Cumulative Earnings
ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings
6332000 USD
us-gaap Proceeds From Sale Of Equity Securities Fv Ni
ProceedsFromSaleOfEquitySecuritiesFvNi
6957000 USD
us-gaap Proceeds From Sale Of Equity Securities Fv Ni
ProceedsFromSaleOfEquitySecuritiesFvNi
0 USD
us-gaap Cash Acquired From Acquisition
CashAcquiredFromAcquisition
0 USD
us-gaap Cash Acquired From Acquisition
CashAcquiredFromAcquisition
3793000 USD
us-gaap Net Cash Provided By Used In Investing Activities
NetCashProvidedByUsedInInvestingActivities
2772450000 USD
us-gaap Net Cash Provided By Used In Investing Activities
NetCashProvidedByUsedInInvestingActivities
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nly Proceeds From Repurchase Agreements
ProceedsFromRepurchaseAgreements
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PrincipalPaymentsOnRepurchaseAgreements
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nly Principal Payments On Repurchase Agreements
PrincipalPaymentsOnRepurchaseAgreements
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us-gaap Proceeds From Issuance Of Secured Debt
ProceedsFromIssuanceOfSecuredDebt
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us-gaap Proceeds From Issuance Of Secured Debt
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us-gaap Repayments Of Secured Debt
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us-gaap Repayments Of Secured Debt
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us-gaap Payments Of Financing Costs
PaymentsOfFinancingCosts
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us-gaap Payments Of Financing Costs
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553000 USD
us-gaap Proceeds From Issuance Of Common Stock
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ProceedsFromIssuanceOfCommonStock
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nly Proceeds From Participating Mortgage Loans
ProceedsFromParticipatingMortgageLoans
499864000 USD
nly Proceeds From Participating Mortgage Loans
ProceedsFromParticipatingMortgageLoans
0 USD
nly Payments On Repurchase Of Participating Mortgage Loans
PaymentsOnRepurchaseOfParticipatingMortgageLoans
223828000 USD
nly Payments On Repurchase Of Participating Mortgage Loans
PaymentsOnRepurchaseOfParticipatingMortgageLoans
0 USD
nly Principal Payments On Participation Mortgage Loans Issued
PrincipalPaymentsOnParticipationMortgageLoansIssued
4015000 USD
nly Principal Payments On Participation Mortgage Loans Issued
PrincipalPaymentsOnParticipationMortgageLoansIssued
0 USD
us-gaap Proceeds From Repayments Of Other Long Term Debt
ProceedsFromRepaymentsOfOtherLongTermDebt
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us-gaap Proceeds From Repayments Of Other Long Term Debt
ProceedsFromRepaymentsOfOtherLongTermDebt
23373000 USD
us-gaap Proceeds From Payments To Minority Shareholders
ProceedsFromPaymentsToMinorityShareholders
7466000 USD
us-gaap Proceeds From Payments To Minority Shareholders
ProceedsFromPaymentsToMinorityShareholders
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us-gaap Payments For Repurchase Of Common Stock
PaymentsForRepurchaseOfCommonStock
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us-gaap Payments For Repurchase Of Common Stock
PaymentsForRepurchaseOfCommonStock
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us-gaap Payments Related To Tax Withholding For Share Based Compensation
PaymentsRelatedToTaxWithholdingForShareBasedCompensation
992000 USD
us-gaap Payments Related To Tax Withholding For Share Based Compensation
PaymentsRelatedToTaxWithholdingForShareBasedCompensation
0 USD
us-gaap Payments Of Dividends
PaymentsOfDividends
669144000 USD
us-gaap Payments Of Dividends
PaymentsOfDividends
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us-gaap Net Cash Provided By Used In Financing Activities
NetCashProvidedByUsedInFinancingActivities
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us-gaap Net Cash Provided By Used In Financing Activities
NetCashProvidedByUsedInFinancingActivities
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us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents Period Increase Decrease Including Exchange Rate Effect
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect
136753000 USD
us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents Period Increase Decrease Including Exchange Rate Effect
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect
-456819000 USD
CY2020Q4 us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
1243703000 USD
CY2019Q4 us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
1850729000 USD
CY2021Q2 us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
1380456000 USD
CY2020Q2 us-gaap Cash Cash Equivalents Restricted Cash And Restricted Cash Equivalents
CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
1393910000 USD
us-gaap Proceeds From Interest Received
ProceedsFromInterestReceived
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us-gaap Proceeds From Interest Received
ProceedsFromInterestReceived
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us-gaap Proceeds From Dividends Received
ProceedsFromDividendsReceived
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us-gaap Proceeds From Dividends Received
ProceedsFromDividendsReceived
6180000 USD
nly Interest Paid Excluding Interest Paid On Interest Rate Swaps
InterestPaidExcludingInterestPaidOnInterestRateSwaps
183952000 USD
nly Interest Paid Excluding Interest Paid On Interest Rate Swaps
InterestPaidExcludingInterestPaidOnInterestRateSwaps
1498708000 USD
nly Interest Paid Net Interest Rate Derivative
InterestPaidNetInterestRateDerivative
137018000 USD
nly Interest Paid Net Interest Rate Derivative
InterestPaidNetInterestRateDerivative
358218000 USD
us-gaap Income Taxes Paid Net
IncomeTaxesPaidNet
333000 USD
us-gaap Income Taxes Paid Net
IncomeTaxesPaidNet
603000 USD
CY2021Q2 nly Receivable For Investment Securities Sold
ReceivableForInvestmentSecuritiesSold
14336000 USD
CY2020Q2 nly Receivable For Investment Securities Sold
ReceivableForInvestmentSecuritiesSold
747082000 USD
CY2021Q2 nly Payable For Investment Securities Purchased
PayableForInvestmentSecuritiesPurchased
154405000 USD
CY2020Q2 nly Payable For Investment Securities Purchased
PayableForInvestmentSecuritiesPurchased
2122735000 USD
nly Net Change In Unrealized Gain Loss On Availableforsale Securities And Interest Rate Swaps Net Of Reclassification Adjustment
NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment
-1594060000 USD
nly Net Change In Unrealized Gain Loss On Availableforsale Securities And Interest Rate Swaps Net Of Reclassification Adjustment
NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment
1703883000 USD
CY2021Q2 us-gaap Dividends Payable Current And Noncurrent
DividendsPayableCurrentAndNoncurrent
317714000 USD
CY2020Q2 us-gaap Dividends Payable Current And Noncurrent
DividendsPayableCurrentAndNoncurrent
309686000 USD
nly Noncash Or Part Noncash Acquisition Variable Interest Entity Derecognition Of Assets
NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets
976690000 USD
nly Noncash Or Part Noncash Acquisition Variable Interest Entity Derecognition Of Assets
NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets
0 USD
nly Noncash Or Part Noncash Acquisition Variable Interest Entity Derecognition Of Securitized Debt
NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt
893500000 USD
nly Noncash Or Part Noncash Acquisition Variable Interest Entity Derecognition Of Securitized Debt
NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt
0 USD
us-gaap Basis Of Accounting
BasisOfAccounting
<div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">2. BASIS OF PRESENTATION</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (“GAAP”). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The accompanying consolidated financial statements and related notes are unaudited and should be read in conjunction with the audited consolidated financial statements included in the Company’s most recent Annual Report on Form 10-K for the fiscal year ended December 31, 2020 (the “2020 Form 10-K”). The consolidated financial information as of December 31, 2020 has been derived from audited consolidated financial statements included in the Company’s 2020 Form 10-K.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The preparation of the consolidated financial statements requires management to make estimates and assumptions that affect the reported balance sheet amounts and/or disclosures at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ materially from those estimates.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Beginning with the quarter ended June 30, 2021, the Company began classifying certain portfolio activity- or volume-related expenses (including but not limited to brokerage and commission fees, due diligence costs and securitization expenses) as Other income (loss) rather than Other general and administrative expenses in the Consolidated Statements of Comprehensive Income (Loss) to better reflect the nature of the items. As such, prior periods have been conformed to the current presentation. Other general and administrative expenses for the three months ended March 31, 2021 decreased by $1.8 million and for the three and six months ended June 30, 2020 decreased by $2.9 million and $10.7 million, respectively, and Other income (loss) decreased by the same amounts for the three months ended March 31, 2021 and three and six months ended June 30, 2020, respectively. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the opinion of management, all normal, recurring adjustments have been included for a fair presentation of this interim financial information. Interim period operating results may not be indicative of the operating results for a full year.</span></div>
us-gaap Revenue Recognition Interest
RevenueRecognitionInterest
<div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Interest Income - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognizes interest income primarily on Residential Securities (as defined in the “Securities” Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not paid is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income. Refer to the “Interest Income and Interest Expense” Note for further discussion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.  The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security’s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.</span></div><div style="margin-bottom:3pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If collection of a loan’s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the “Interest Income and Interest Expense” Note for further discussion on interest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the “Interest Income and Interest Expense” Note for further discussion of interest income.</span></div>
CY2020Q4 us-gaap Available For Sale Securities Debt Securities
AvailableForSaleSecuritiesDebtSecurities
75652396000 USD
nly Paymentsto Acquire Debt Securities Availableforsale Excluding Variable Interest Entity
PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
11834619000 USD
nly Proceedsfrom Saleof Debt Securities Availableforsale Excluding Variable Interest Entity
ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
6344212000 USD
us-gaap Proceeds From Sale And Maturity Of Available For Sale Securities
ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
10228923000 USD
nly Accretion Amortization Of Debt Securities Available For Sale
AccretionAmortizationOfDebtSecuritiesAvailableForSale
-307699000 USD
us-gaap Other Comprehensive Income Loss Available For Sale Securities Adjustment Net Of Tax
OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
-1573846000 USD
CY2021Q2 us-gaap Available For Sale Securities Debt Securities
AvailableForSaleSecuritiesDebtSecurities
69032335000 USD
CY2021Q2 us-gaap Investment Owned Balance Principal Amount
InvestmentOwnedBalancePrincipalAmount
68367873000 USD
CY2021Q2 nly Debt Securities Availableforsale Remaining Premium
DebtSecuritiesAvailableforsaleRemainingPremium
3999063000 USD
CY2021Q2 nly Debt Securities Availableforsale Remaining Discount
DebtSecuritiesAvailableforsaleRemainingDiscount
84402000 USD
CY2021Q2 us-gaap Available For Sale Debt Securities Amortized Cost Basis
AvailableForSaleDebtSecuritiesAmortizedCostBasis
67439938000 USD
CY2021Q2 us-gaap Available For Sale Debt Securities Accumulated Gross Unrealized Gain Before Tax
AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
2019802000 USD
CY2021Q2 us-gaap Available For Sale Debt Securities Accumulated Gross Unrealized Loss Before Tax
AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
427405000 USD
CY2021Q2 us-gaap Available For Sale Securities Debt Securities
AvailableForSaleSecuritiesDebtSecurities
69032335000 USD
CY2020Q4 us-gaap Investment Owned Balance Principal Amount
InvestmentOwnedBalancePrincipalAmount
72253465000 USD
CY2020Q4 nly Debt Securities Availableforsale Remaining Premium
DebtSecuritiesAvailableforsaleRemainingPremium
3971492000 USD
CY2020Q4 nly Debt Securities Availableforsale Remaining Discount
DebtSecuritiesAvailableforsaleRemainingDiscount
95734000 USD
CY2020Q4 us-gaap Available For Sale Debt Securities Amortized Cost Basis
AvailableForSaleDebtSecuritiesAmortizedCostBasis
72487080000 USD
CY2020Q4 us-gaap Available For Sale Debt Securities Accumulated Gross Unrealized Gain Before Tax
AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
3332263000 USD
CY2020Q4 us-gaap Available For Sale Debt Securities Accumulated Gross Unrealized Loss Before Tax
AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
166947000 USD
CY2020Q4 us-gaap Available For Sale Securities Debt Securities
AvailableForSaleSecuritiesDebtSecurities
75652396000 USD
CY2021Q2 nly Mortgage Backed Securities Sold Carrying Value
MortgageBackedSecuritiesSoldCarryingValue
3300000000 USD
nly Mortgage Backed Securities Sold Carrying Value
MortgageBackedSecuritiesSoldCarryingValue
6200000000 USD
CY2020Q2 nly Mortgage Backed Securities Sold Carrying Value
MortgageBackedSecuritiesSoldCarryingValue
5500000000 USD
nly Mortgage Backed Securities Sold Carrying Value
MortgageBackedSecuritiesSoldCarryingValue
47400000000 USD
CY2021Q2 us-gaap Debt Securities Available For Sale Realized Gain
DebtSecuritiesAvailableForSaleRealizedGain
52485000 USD
CY2021Q2 us-gaap Debt Securities Available For Sale Realized Loss
DebtSecuritiesAvailableForSaleRealizedLoss
17680000 USD
CY2021Q2 us-gaap Gain Loss On Sales Of Mortgage Backed Securities Mbs
GainLossOnSalesOfMortgageBackedSecuritiesMBS
34805000 USD
CY2020Q2 us-gaap Debt Securities Available For Sale Realized Gain
DebtSecuritiesAvailableForSaleRealizedGain
272382000 USD
CY2020Q2 us-gaap Debt Securities Available For Sale Realized Loss
DebtSecuritiesAvailableForSaleRealizedLoss
12496000 USD
CY2020Q2 us-gaap Gain Loss On Sales Of Mortgage Backed Securities Mbs
GainLossOnSalesOfMortgageBackedSecuritiesMBS
259886000 USD
us-gaap Debt Securities Available For Sale Realized Gain
DebtSecuritiesAvailableForSaleRealizedGain
57131000 USD
us-gaap Debt Securities Available For Sale Realized Loss
DebtSecuritiesAvailableForSaleRealizedLoss
83021000 USD
us-gaap Gain Loss On Sales Of Mortgage Backed Securities Mbs
GainLossOnSalesOfMortgageBackedSecuritiesMBS
-25890000 USD
us-gaap Debt Securities Available For Sale Realized Gain
DebtSecuritiesAvailableForSaleRealizedGain
811637000 USD
us-gaap Debt Securities Available For Sale Realized Loss
DebtSecuritiesAvailableForSaleRealizedLoss
284494000 USD
us-gaap Gain Loss On Sales Of Mortgage Backed Securities Mbs
GainLossOnSalesOfMortgageBackedSecuritiesMBS
527143000 USD
us-gaap Financing Receivable Allowance For Credit Losses Policy For Uncollectible Amounts
FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts
<div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Allowance for Losses</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> – The Company evaluates the need for a loss reserve on each of its loans classified as held-for-investment where the fair value option is not elected. Allowance for loan losses are written off in the period the loans are deemed uncollectible.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Given the unique nature of each underlying borrower and any collateral, the Company assesses an allowance for each individual loan held-for-investment. A provision is established at origination or acquisition that reflects management’s estimate of the total expected credit loss over the expected life of the loan. In estimating the lifetime expected credit losses, management utilizes a probability of default and loss given default methodology (“Loss Given Default methodology”), which considers projected economic conditions over the reasonable and supportable forecast period. The forecast incorporates primarily market-based assumptions including, but not limited to, forward interest rate curves, unemployment rate estimates and certain indexes sourced from third party vendors. For any remaining period of the expected life of the loan after the reasonable and supportable period, the Company reverts to historical losses on a straight-line basis. Management uses third party vendors’ loan pool data for loans with similar risk characteristics to estimate historical losses given the limited loss history of the Company’s loan portfolio. Changes in the lifetime expected credit loss are reflected in Loan loss (provision) reversal in the Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For loans experiencing credit deterioration, the Company may use a different methodology to determine the expected credit losses such as a discounted cash flow analysis. For collateral-dependent loans, if foreclosure is probable, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for any selling costs, if applicable. Additionally, the Company may elect the practical expedient for a financial asset for which the repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty by measuring the allowance as the difference between the fair value of the collateral, less costs to sell, if applicable, and the amortized cost basis of the financial asset at the reporting date. The Company’s commercial loans are collateralized by commercial real estate including, but not limited to, multifamily real estate, office and retail space, hotels and industrial space. At origination, the fair value of the collateral generally exceeds the principal loan balance.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Management assesses the credit quality of the portfolio and adequacy of loan loss reserves on a quarterly basis, or more frequently as necessary. Significant judgment is required in this analysis. Depending on the expected recovery of its investment, the Company considers the estimated net recoverable value of the loans as well as other factors, including but not limited to the fair value of any collateral, the amount and the status of any senior debt, the prospects for the borrower and the competitive landscape where the borrower conducts business. To determine if loan loss allowances are required on investments in corporate debt, the Company reviews the monthly and/or quarterly financial statements of the borrowers, verifies loan compliance packages, if applicable, and analyzes current results relative to budgets and sensitivities performed at inception of the investment.  Because these determinations are based upon projections of future economic events, which are inherently subjective, the amounts ultimately realized may differ materially from the carrying value as of the reporting date.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company may be exposed to various levels of credit risk depending on the nature of its investments and credit enhancements, if any, supporting its assets. The Company’s core investment process includes procedures related to the initial </span></div>approval and periodic monitoring of credit risk and other risks associated with each investment.  The Company’s investment underwriting procedures include evaluation of the underlying borrowers’ ability to manage and operate their respective properties or companies.  Management reviews loan-to-value metrics at origination or acquisition of a new investment and if events occur that trigger re-evaluation by management.
CY2021Q2 us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
500000 USD
us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
-139100000 USD
CY2020Q2 us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
68800000 USD
us-gaap Provision For Loan And Lease Losses
ProvisionForLoanAndLeaseLosses
168100000 USD
CY2021Q2 us-gaap Financing Receivable Allowance For Credit Loss Excluding Accrued Interest
FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest
33900000 USD
CY2020Q4 us-gaap Financing Receivable Allowance For Credit Loss Excluding Accrued Interest
FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest
169500000 USD
CY2020Q4 us-gaap Financing Receivable Excluding Accrued Interest After Allowance For Credit Loss
FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
3083821000 USD
us-gaap Mortgage Loans On Real Estate New Mortgage Loans
MortgageLoansOnRealEstateNewMortgageLoans
2916124000 USD
nly Sec Schedule1229 Real Estate Companies Investment In Mortgage Loans On Real Estate Sales And Transfers
SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateSalesAndTransfers
1852306000 USD
srt Mortgage Loans On Real Estate Collections Of Principal
MortgageLoansOnRealEstateCollectionsOfPrincipal
570202000 USD
nly Mortgage Loanson Real Estate Gains Losses
MortgageLoansonRealEstateGainsLosses
-19239000 USD
nly Sec Schedule1229 Real Estate Companies Investment In Mortgage Loans On Real Estate Amortization Accretion Of Premium
SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium
-4810000 USD
CY2021Q2 us-gaap Financing Receivable Excluding Accrued Interest After Allowance For Credit Loss
FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
3563008000 USD
CY2021Q2 nly Noncash Or Part Noncash Financial Instruments Owned And Pledged As Collateral
NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral
987000000.0 USD
CY2021Q2 nly Held To Maturity Securities Corporate Debt
HeldToMaturitySecuritiesCorporateDebt
2066709000 USD
CY2020Q4 nly Held To Maturity Securities Corporate Debt
HeldToMaturitySecuritiesCorporateDebt
2239930000 USD
CY2021Q2 nly Held To Maturity Securities Corporate Debt
HeldToMaturitySecuritiesCorporateDebt
2066709000 USD
CY2020Q4 nly Held To Maturity Securities Corporate Debt
HeldToMaturitySecuritiesCorporateDebt
2239930000 USD
CY2021Q1 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
113080000 USD
CY2020Q1 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
280558000 USD
CY2020Q4 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
100895000 USD
CY2019Q4 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
378078000 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Additions
ServicingAssetAtFairValueAdditions
98983000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Additions
ServicingAssetAtFairValueAdditions
0 USD
us-gaap Servicing Asset At Fair Value Additions
ServicingAssetAtFairValueAdditions
98983000 USD
us-gaap Servicing Asset At Fair Value Additions
ServicingAssetAtFairValueAdditions
0 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Disposals
ServicingAssetAtFairValueDisposals
376000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Disposals
ServicingAssetAtFairValueDisposals
0 USD
us-gaap Servicing Asset At Fair Value Disposals
ServicingAssetAtFairValueDisposals
376000 USD
us-gaap Servicing Asset At Fair Value Disposals
ServicingAssetAtFairValueDisposals
0 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Changes In Fair Value Resulting From Changes In Valuation Inputs Or Changes In Assumptions
ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
4621000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Changes In Fair Value Resulting From Changes In Valuation Inputs Or Changes In Assumptions
ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
-27629000 USD
us-gaap Servicing Asset At Fair Value Changes In Fair Value Resulting From Changes In Valuation Inputs Or Changes In Assumptions
ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
32296000 USD
us-gaap Servicing Asset At Fair Value Changes In Fair Value Resulting From Changes In Valuation Inputs Or Changes In Assumptions
ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
-106854000 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Other Changes That Affect Balance
ServicingAssetAtFairValueOtherChangesThatAffectBalance
-13692000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Other Changes That Affect Balance
ServicingAssetAtFairValueOtherChangesThatAffectBalance
-25529000 USD
us-gaap Servicing Asset At Fair Value Other Changes That Affect Balance
ServicingAssetAtFairValueOtherChangesThatAffectBalance
-29182000 USD
us-gaap Servicing Asset At Fair Value Other Changes That Affect Balance
ServicingAssetAtFairValueOtherChangesThatAffectBalance
-43824000 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
202616000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
227400000 USD
CY2021Q2 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
202616000 USD
CY2020Q2 us-gaap Servicing Asset At Fair Value Amount
ServicingAssetAtFairValueAmount
227400000 USD
CY2021Q2 us-gaap Derivative Assets
DerivativeAssets
181889000 USD
CY2020Q4 us-gaap Derivative Assets
DerivativeAssets
171134000 USD
CY2021Q2 us-gaap Interest Rate Derivative Liabilities At Fair Value
InterestRateDerivativeLiabilitiesAtFairValue
806952000 USD
CY2020Q4 us-gaap Interest Rate Derivative Liabilities At Fair Value
InterestRateDerivativeLiabilitiesAtFairValue
1006492000 USD
CY2021Q2 us-gaap Derivative Liabilities
DerivativeLiabilities
900259000 USD
CY2020Q4 us-gaap Derivative Liabilities
DerivativeLiabilities
1033345000 USD
CY2021Q2 nly Gain Loss On Realized Interest Rate Swaps
GainLossOnRealizedInterestRateSwaps
-83087000 USD
CY2021Q2 nly Gain Loss On Termination Of Interest Rate Swaps
GainLossOnTerminationOfInterestRateSwaps
0 USD
CY2021Q2 us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
-141067000 USD
CY2020Q2 nly Gain Loss On Realized Interest Rate Swaps
GainLossOnRealizedInterestRateSwaps
-64561000 USD
CY2020Q2 nly Gain Loss On Termination Of Interest Rate Swaps
GainLossOnTerminationOfInterestRateSwaps
-1521732000 USD
CY2020Q2 us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
1494628000 USD
nly Gain Loss On Realized Interest Rate Swaps
GainLossOnRealizedInterestRateSwaps
-162834000 USD
nly Gain Loss On Termination Of Interest Rate Swaps
GainLossOnTerminationOfInterestRateSwaps
0 USD
us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
631195000 USD
nly Gain Loss On Realized Interest Rate Swaps
GainLossOnRealizedInterestRateSwaps
-78541000 USD
nly Gain Loss On Termination Of Interest Rate Swaps
GainLossOnTerminationOfInterestRateSwaps
-1919293000 USD
us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
-1333095000 USD
CY2021Q2 us-gaap Derivative Gain Loss On Derivative Net
DerivativeGainLossOnDerivativeNet
-357808000 USD
CY2020Q2 us-gaap Derivative Gain Loss On Derivative Net
DerivativeGainLossOnDerivativeNet
170916000 USD
us-gaap Derivative Gain Loss On Derivative Net
DerivativeGainLossOnDerivativeNet
117899000 USD
us-gaap Derivative Gain Loss On Derivative Net
DerivativeGainLossOnDerivativeNet
377342000 USD
CY2021Q2 us-gaap Derivative Net Liability Position Aggregate Fair Value
DerivativeNetLiabilityPositionAggregateFairValue
725200000 USD
CY2021Q2 us-gaap Goodwill
Goodwill
0 USD
CY2020Q4 us-gaap Goodwill
Goodwill
71800000 USD
CY2020Q4 us-gaap Intangible Assets Net Excluding Goodwill
IntangibleAssetsNetExcludingGoodwill
55526000 USD
us-gaap Impairment Of Intangible Assets Finitelived
ImpairmentOfIntangibleAssetsFinitelived
9549000 USD
nly Intangible Assets Divested
IntangibleAssetsDivested
14528000 USD
us-gaap Amortization Of Intangible Assets
AmortizationOfIntangibleAssets
4947000 USD
CY2021Q2 us-gaap Intangible Assets Net Excluding Goodwill
IntangibleAssetsNetExcludingGoodwill
26502000 USD
CY2020 us-gaap Repurchase Agreement Counterparty Weighted Average Maturity Of Agreements1
RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1
P64D
CY2021Q2 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
60200000000 USD
CY2020Q4 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
64800000000 USD
us-gaap Repurchase Agreement Counterparty Weighted Average Maturity Of Agreements1
RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1
P88D
CY2021Q2 nly Securities Soldunder Agreementsto Repurchase Maximum Available Under Counterparty Arrangements
SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements
1600000000 USD
CY2021Q2 nly Securities Soldunder Agreementsto Repurchase Commitments Available
SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable
1400000000 USD
CY2021Q2 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
60221067000 USD
CY2021Q2 nly Repurchase Agreements Weighted Average Rates
RepurchaseAgreementsWeightedAverageRates
0.0016
CY2020Q4 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
64825239000 USD
CY2020Q4 nly Repurchase Agreements Weighted Average Rates
RepurchaseAgreementsWeightedAverageRates
0.0032
CY2021Q2 nly Repurchase Agreements Maturity Greater Than One Year Percentage
RepurchaseAgreementsMaturityGreaterThanOneYearPercentage
0
CY2020 nly Percent Of Total Repurchase Agreements With Remaining Maturity Over1 Year
PercentOfTotalRepurchaseAgreementsWithRemainingMaturityOver1Year
0.01
us-gaap Schedule Of Repurchase Agreements
ScheduleOfRepurchaseAgreements
<div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at June 30, 2021 and December 31, 2020. Refer to the “Derivative Instruments” Note for information related to the effect of netting arrangements on the Company’s derivative instruments.</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:25.860%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.551%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#00316c;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"> </span></td><td colspan="9" style="background-color:#00316c;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">June 30, 2021</span></td><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#00316c;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2020</span></td></tr><tr><td colspan="3" style="background-color:#00316c;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"> </span></td><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td><td colspan="3" style="background-color:#00316c;padding:0 1pt"/><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#00316c;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#00316c;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td></tr><tr><td colspan="3" style="background-color:#7d91a6;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"> </span></td><td colspan="21" style="background-color:#7d91a6;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gross amounts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">—</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,221,067</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">250,000 </span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,075,239 </span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amounts offset</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">—</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">—</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(250,000)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(250,000)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Netted amounts</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">—</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,221,067</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"> </span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">— </span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">64,825,239 </span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="24" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"/></tr></table></div>
CY2021Q2 nly Securities For Reverse Repurchase Agreements Gross Amounts
SecuritiesForReverseRepurchaseAgreementsGrossAmounts
0 USD
CY2021Q2 nly Securities Sold Under Agreements To Repurchase Gross Amounts
SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts
60221067000 USD
CY2020Q4 nly Securities For Reverse Repurchase Agreements Gross Amounts
SecuritiesForReverseRepurchaseAgreementsGrossAmounts
250000000 USD
CY2020Q4 nly Securities Sold Under Agreements To Repurchase Gross Amounts
SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts
65075239000 USD
CY2021Q2 nly Securities For Reverse Repurchase Agreements Amounts Offset
SecuritiesForReverseRepurchaseAgreementsAmountsOffset
0 USD
CY2021Q2 nly Securities Sold Under Agreements To Repurchase Amounts Offset
SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset
0 USD
CY2020Q4 nly Securities For Reverse Repurchase Agreements Amounts Offset
SecuritiesForReverseRepurchaseAgreementsAmountsOffset
250000000 USD
CY2020Q4 nly Securities Sold Under Agreements To Repurchase Amounts Offset
SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset
250000000 USD
CY2021Q2 us-gaap Securities For Reverse Repurchase Agreements
SecuritiesForReverseRepurchaseAgreements
0 USD
CY2021Q2 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
60221067000 USD
CY2020Q4 us-gaap Securities For Reverse Repurchase Agreements
SecuritiesForReverseRepurchaseAgreements
0 USD
CY2020Q4 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
64825239000 USD
CY2021Q2 us-gaap Securities Purchased Under Agreements To Resell Fair Value Of Collateral
SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral
0 USD
CY2020Q2 us-gaap Treasury Stock Shares Acquired
TreasuryStockSharesAcquired
22900000 shares
CY2020Q4 us-gaap Securities Purchased Under Agreements To Resell Fair Value Of Collateral
SecuritiesPurchasedUnderAgreementsToResellFairValueOfCollateral
250000000.0 USD
CY2021Q2 nly Collateral Held On Repurchase Agreements After Effect Of Interest Rate Swaps Fair Value
CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue
65200000000 USD
CY2021Q2 nly Repurchase Agreements Accrued Interest
RepurchaseAgreementsAccruedInterest
176800000 USD
CY2020Q4 nly Collateral Held On Repurchase Agreements After Effect Of Interest Rate Swaps Fair Value
CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue
70600000000 USD
CY2020Q4 nly Repurchase Agreements Accrued Interest
RepurchaseAgreementsAccruedInterest
196900000 USD
CY2021Q2 us-gaap Common Stock Shares Authorized
CommonStockSharesAuthorized
2936500000 shares
CY2020Q4 us-gaap Common Stock Shares Authorized
CommonStockSharesAuthorized
2914850000 shares
CY2021Q2 us-gaap Common Stock Shares Outstanding
CommonStockSharesOutstanding
1444156029 shares
CY2021Q2 us-gaap Common Stock Shares Issued
CommonStockSharesIssued
1444156029 shares
CY2020Q4 us-gaap Common Stock Shares Outstanding
CommonStockSharesOutstanding
1398240618 shares
CY2020Q4 us-gaap Common Stock Shares Issued
CommonStockSharesIssued
1398240618 shares
CY2021Q2 us-gaap Common Stock Par Or Stated Value Per Share
CommonStockParOrStatedValuePerShare
0.01
CY2019Q2 us-gaap Stock Repurchase Program Authorized Amount1
StockRepurchaseProgramAuthorizedAmount1
1500000000 USD
CY2020Q4 us-gaap Stock Repurchase Program Authorized Amount1
StockRepurchaseProgramAuthorizedAmount1
1500000000 USD
CY2021Q2 us-gaap Treasury Stock Shares Acquired
TreasuryStockSharesAcquired
0 shares
us-gaap Treasury Stock Shares Acquired
TreasuryStockSharesAcquired
0 shares
us-gaap Treasury Stock Shares Acquired
TreasuryStockSharesAcquired
22900000 shares
us-gaap Treasury Stock Value Acquired Cost Method
TreasuryStockValueAcquiredCostMethod
143300000 USD
CY2021Q2 us-gaap Preferred Stock Shares Authorized
PreferredStockSharesAuthorized
63500000 shares
CY2020Q4 us-gaap Preferred Stock Shares Authorized
PreferredStockSharesAuthorized
85150000 shares
CY2021Q2 us-gaap Preferred Stock Shares Issued
PreferredStockSharesIssued
63500000 shares
CY2021Q2 us-gaap Preferred Stock Shares Outstanding
PreferredStockSharesOutstanding
63500000 shares
CY2020Q4 us-gaap Preferred Stock Shares Issued
PreferredStockSharesIssued
63500000 shares
CY2020Q4 us-gaap Preferred Stock Shares Outstanding
PreferredStockSharesOutstanding
63500000 shares
CY2021Q2 us-gaap Preferred Stock Value
PreferredStockValue
1536569000 USD
CY2020Q4 us-gaap Preferred Stock Value
PreferredStockValue
1536569000 USD
CY2021Q2 us-gaap Preferred Stock Par Or Stated Value Per Share
PreferredStockParOrStatedValuePerShare
0.01
CY2021Q2 us-gaap Preferred Stock Redemption Price Per Share
PreferredStockRedemptionPricePerShare
25.00
CY2021Q2 us-gaap Dividends Common Stock Cash
DividendsCommonStockCash
318534000 USD
CY2020Q2 us-gaap Dividends Common Stock Cash
DividendsCommonStockCash
309972000 USD
us-gaap Dividends Common Stock Cash
DividendsCommonStockCash
626880000 USD
us-gaap Dividends Common Stock Cash
DividendsCommonStockCash
667791000 USD
CY2021Q2 us-gaap Common Stock Dividends Per Share Declared
CommonStockDividendsPerShareDeclared
0.22
CY2020Q2 us-gaap Common Stock Dividends Per Share Declared
CommonStockDividendsPerShareDeclared
0.22
us-gaap Common Stock Dividends Per Share Declared
CommonStockDividendsPerShareDeclared
0.44
us-gaap Common Stock Dividends Per Share Declared
CommonStockDividendsPerShareDeclared
0.47
CY2021Q2 us-gaap Payments Of Dividends Common Stock
PaymentsOfDividendsCommonStock
317714000 USD
CY2020Q2 us-gaap Payments Of Dividends Common Stock
PaymentsOfDividendsCommonStock
309686000 USD
us-gaap Payments Of Dividends Common Stock
PaymentsOfDividendsCommonStock
317714000 USD
us-gaap Payments Of Dividends Common Stock
PaymentsOfDividendsCommonStock
309686000 USD
CY2021Q2 us-gaap Common Stock Dividends Per Share Cash Paid
CommonStockDividendsPerShareCashPaid
0.22
CY2020Q2 us-gaap Common Stock Dividends Per Share Cash Paid
CommonStockDividendsPerShareCashPaid
0.22
us-gaap Common Stock Dividends Per Share Cash Paid
CommonStockDividendsPerShareCashPaid
0.22
us-gaap Common Stock Dividends Per Share Cash Paid
CommonStockDividendsPerShareCashPaid
0.22
CY2021Q2 nly Interest Income Securities Mortgage Backed And Agency Debentures
InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
275278000 USD
CY2020Q2 nly Interest Income Securities Mortgage Backed And Agency Debentures
InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
457684000 USD
us-gaap Interest Income Operating
InterestIncomeOperating
1139838000 USD
nly Interest Income Securities Mortgage Backed And Agency Debentures
InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
919912000 USD
nly Interest Income Securities Mortgage Backed And Agency Debentures
InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
868064000 USD
CY2021Q2 nly Interest Income Residential Mortgage Loans
InterestIncomeResidentialMortgageLoans
38963000 USD
CY2020Q2 nly Interest Income Residential Mortgage Loans
InterestIncomeResidentialMortgageLoans
42871000 USD
nly Interest Income Residential Mortgage Loans
InterestIncomeResidentialMortgageLoans
76072000 USD
nly Interest Income Residential Mortgage Loans
InterestIncomeResidentialMortgageLoans
90428000 USD
CY2021Q2 nly Interest Income Commercial Real Estate Debt And Preferred Equity
InterestIncomeCommercialRealEstateDebtAndPreferredEquity
69663000 USD
CY2020Q2 nly Interest Income Commercial Real Estate Debt And Preferred Equity
InterestIncomeCommercialRealEstateDebtAndPreferredEquity
84208000 USD
nly Interest Income Commercial Real Estate Debt And Preferred Equity
InterestIncomeCommercialRealEstateDebtAndPreferredEquity
151264000 USD
nly Interest Income Commercial Real Estate Debt And Preferred Equity
InterestIncomeCommercialRealEstateDebtAndPreferredEquity
179884000 USD
CY2021Q2 us-gaap Interest Income Securities Purchased Under Agreements To Resell
InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
2000 USD
CY2020Q2 us-gaap Interest Income Securities Purchased Under Agreements To Resell
InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
49000 USD
us-gaap Interest Income Securities Purchased Under Agreements To Resell
InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
36000 USD
us-gaap Interest Income Securities Purchased Under Agreements To Resell
InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
1462000 USD
CY2021Q2 us-gaap Interest Income Operating
InterestIncomeOperating
383906000 USD
CY2020Q2 us-gaap Interest Income Operating
InterestIncomeOperating
584812000 USD
us-gaap Interest Income Operating
InterestIncomeOperating
1147284000 USD
CY2021Q2 nly Interest Paid On Repurchase Agreements
InterestPaidOnRepurchaseAgreements
29140000 USD
CY2021Q2 us-gaap Interest Expense
InterestExpense
61047000 USD
CY2020Q2 nly Interest Paid On Repurchase Agreements
InterestPaidOnRepurchaseAgreements
136962000 USD
nly Interest Paid On Repurchase Agreements
InterestPaidOnRepurchaseAgreements
71725000 USD
nly Interest Paid On Repurchase Agreements
InterestPaidOnRepurchaseAgreements
570983000 USD
CY2021Q2 nly Interest Expense Securitized Debt Of Consolidated Vie
InterestExpenseSecuritizedDebtOfConsolidatedVie
23216000 USD
CY2020Q2 nly Interest Expense Securitized Debt Of Consolidated Vie
InterestExpenseSecuritizedDebtOfConsolidatedVie
38757000 USD
nly Interest Expense Securitized Debt Of Consolidated Vie
InterestExpenseSecuritizedDebtOfConsolidatedVie
49492000 USD
nly Interest Expense Securitized Debt Of Consolidated Vie
InterestExpenseSecuritizedDebtOfConsolidatedVie
80876000 USD
CY2021Q2 nly Interest Expense Participation Sold
InterestExpenseParticipationSold
1739000 USD
CY2020Q2 nly Interest Expense Participation Sold
InterestExpenseParticipationSold
0 USD
nly Interest Expense Participation Sold
InterestExpenseParticipationSold
2336000 USD
nly Interest Expense Participation Sold
InterestExpenseParticipationSold
0 USD
CY2021Q2 us-gaap Interest Expense Other
InterestExpenseOther
6952000 USD
CY2020Q2 us-gaap Interest Expense Other
InterestExpenseOther
10313000 USD
us-gaap Interest Expense Other
InterestExpenseOther
13467000 USD
us-gaap Interest Expense Other
InterestExpenseOther
37646000 USD
CY2020Q2 us-gaap Interest Expense
InterestExpense
186032000 USD
us-gaap Interest Expense
InterestExpense
137020000 USD
us-gaap Interest Expense
InterestExpense
689505000 USD
CY2021Q2 us-gaap Interest Income Expense Net
InterestIncomeExpenseNet
322859000 USD
CY2020Q2 us-gaap Interest Income Expense Net
InterestIncomeExpenseNet
398780000 USD
us-gaap Interest Income Expense Net
InterestIncomeExpenseNet
1010264000 USD
us-gaap Interest Income Expense Net
InterestIncomeExpenseNet
450333000 USD
CY2021Q2 us-gaap Profit Loss
ProfitLoss
-294848000 USD
CY2020Q2 us-gaap Profit Loss
ProfitLoss
856234000 USD
us-gaap Profit Loss
ProfitLoss
1456286000 USD
us-gaap Profit Loss
ProfitLoss
-2783955000 USD
CY2021Q2 us-gaap Net Income Loss Attributable To Noncontrolling Interest
NetIncomeLossAttributableToNoncontrollingInterest
794000 USD
CY2020Q2 us-gaap Net Income Loss Attributable To Noncontrolling Interest
NetIncomeLossAttributableToNoncontrollingInterest
32000 USD
us-gaap Net Income Loss Attributable To Noncontrolling Interest
NetIncomeLossAttributableToNoncontrollingInterest
1115000 USD
us-gaap Net Income Loss Attributable To Noncontrolling Interest
NetIncomeLossAttributableToNoncontrollingInterest
98000 USD
CY2021Q2 us-gaap Net Income Loss
NetIncomeLoss
-295642000 USD
CY2020Q2 us-gaap Net Income Loss
NetIncomeLoss
856202000 USD
us-gaap Net Income Loss
NetIncomeLoss
1455171000 USD
us-gaap Net Income Loss
NetIncomeLoss
-2784053000 USD
CY2021Q2 us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
26883000 USD
CY2020Q2 us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
35509000 USD
us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
53766000 USD
us-gaap Preferred Stock Dividends And Other Adjustments
PreferredStockDividendsAndOtherAdjustments
71018000 USD
CY2021Q2 us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
-322525000 USD
CY2020Q2 us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
820693000 USD
us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
1401405000 USD
us-gaap Net Income Loss Available To Common Stockholders Basic
NetIncomeLossAvailableToCommonStockholdersBasic
-2855071000 USD
CY2021Q2 us-gaap Weighted Average Number Of Shares Outstanding Basic
WeightedAverageNumberOfSharesOutstandingBasic
1410239138 shares
CY2020Q2 us-gaap Weighted Average Number Of Shares Outstanding Basic
WeightedAverageNumberOfSharesOutstandingBasic
1423909112 shares
us-gaap Weighted Average Number Of Shares Outstanding Basic
WeightedAverageNumberOfSharesOutstandingBasic
1404755496 shares
us-gaap Weighted Average Number Of Shares Outstanding Basic
WeightedAverageNumberOfSharesOutstandingBasic
1427451716 shares
CY2021Q2 us-gaap Incremental Common Shares Attributable To Share Based Payment Arrangements
IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
0 shares
CY2020Q2 us-gaap Incremental Common Shares Attributable To Share Based Payment Arrangements
IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
0 shares
us-gaap Incremental Common Shares Attributable To Share Based Payment Arrangements
IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
1008776 shares
us-gaap Incremental Common Shares Attributable To Share Based Payment Arrangements
IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
0 shares
CY2021Q2 us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
1410239138 shares
CY2020Q2 us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
1423909112 shares
us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
1405764272 shares
us-gaap Weighted Average Number Of Diluted Shares Outstanding
WeightedAverageNumberOfDilutedSharesOutstanding
1427451716 shares
CY2021Q2 us-gaap Earnings Per Share Basic
EarningsPerShareBasic
-0.23
CY2020Q2 us-gaap Earnings Per Share Basic
EarningsPerShareBasic
0.58
us-gaap Earnings Per Share Basic
EarningsPerShareBasic
1.00
us-gaap Earnings Per Share Basic
EarningsPerShareBasic
-2.00
CY2021Q2 us-gaap Earnings Per Share Diluted
EarningsPerShareDiluted
-0.23
CY2020Q2 us-gaap Earnings Per Share Diluted
EarningsPerShareDiluted
0.58
us-gaap Earnings Per Share Diluted
EarningsPerShareDiluted
1.00
us-gaap Earnings Per Share Diluted
EarningsPerShareDiluted
-2.00
CY2021Q2 us-gaap Antidilutive Securities Excluded From Computation Of Earnings Per Share Amount
AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount
3200000 shares
CY2020Q2 us-gaap Antidilutive Securities Excluded From Computation Of Earnings Per Share Amount
AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount
500000 shares
us-gaap Antidilutive Securities Excluded From Computation Of Earnings Per Share Amount
AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount
400000 shares
nly Percentage Of Taxable Income Required To Be Distributed While Operating As Reit
PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit
1
CY2020Q1 us-gaap Temporary Equity Redemption Price Per Share
TemporaryEquityRedemptionPricePerShare
1.00
CY2020Q1 nly Stockholders Equity Amount Used In Determining Monthly Management Fee
StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee
17280000000 USD
CY2020Q1 nly Monthly Management Fee Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee
MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee
0.0075
CY2020Q1 nly Stockholders Equity Amount Used In Determining Monthly Management Fee
StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee
17280000000 USD
CY2020Q2 us-gaap Labor And Related Expense
LaborAndRelatedExpense
37000000.0 USD
us-gaap Labor And Related Expense
LaborAndRelatedExpense
77900000 USD
nly Operating Lease Remaining Lease Term
OperatingLeaseRemainingLeaseTerm
P4Y
CY2021Q2 us-gaap Lessee Operating Lease Renewal Term
LesseeOperatingLeaseRenewalTerm
P5Y
CY2021Q2 us-gaap Operating Lease Cost
OperatingLeaseCost
700000 USD
us-gaap Operating Lease Cost
OperatingLeaseCost
1600000 USD
CY2021Q2 us-gaap Operating Lease Right Of Use Asset
OperatingLeaseRightOfUseAsset
11843000 USD
CY2021Q2 us-gaap Operating Lease Liability
OperatingLeaseLiability
15437000 USD
CY2021Q2 us-gaap Operating Lease Weighted Average Remaining Lease Term1
OperatingLeaseWeightedAverageRemainingLeaseTerm1
P4Y2M12D
CY2021Q2 us-gaap Operating Lease Weighted Average Discount Rate Percent
OperatingLeaseWeightedAverageDiscountRatePercent
0.029
us-gaap Operating Lease Payments
OperatingLeasePayments
1983000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Remainder Of Fiscal Year
LesseeOperatingLeaseLiabilityPaymentsRemainderOfFiscalYear
1935000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Due Next Twelve Months
LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths
3862000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Due Year Two
LesseeOperatingLeaseLiabilityPaymentsDueYearTwo
3862000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Due Year Three
LesseeOperatingLeaseLiabilityPaymentsDueYearThree
3862000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Due Year Four
LesseeOperatingLeaseLiabilityPaymentsDueYearFour
2895000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Payments Due
LesseeOperatingLeaseLiabilityPaymentsDue
16416000 USD
CY2021Q2 us-gaap Lessee Operating Lease Liability Undiscounted Excess Amount
LesseeOperatingLeaseLiabilityUndiscountedExcessAmount
979000 USD
CY2021Q2 us-gaap Operating Lease Liability
OperatingLeaseLiability
15437000 USD
CY2021Q2 us-gaap Loss Contingency Accrual At Carrying Value
LossContingencyAccrualAtCarryingValue
0 USD
CY2020Q4 us-gaap Loss Contingency Accrual At Carrying Value
LossContingencyAccrualAtCarryingValue
0 USD

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