XML 47 R47.htm IDEA: XBRL DOCUMENT v2.4.1.9
Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue $ 70,388,949us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
Agency Mortgage Backed Securities    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 75,982,999nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
68,144,321nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 5,368,726nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
4,625,864nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (18,200)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(21,484)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 81,333,525us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
72,748,701us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 982,001us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
693,325us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (750,270)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(3,053,077)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
70,388,949us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Fixed Rate    
Mortgage-Backed Securities Portfolio:    
Amortized cost 78,250,313us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
68,784,424us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 847,615us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
538,556us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (732,533)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(3,040,153)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 78,365,395us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
66,282,827us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Adjustable Rate    
Mortgage-Backed Securities Portfolio:    
Amortized cost 3,083,212us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
3,964,277us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 134,386us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
154,769us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (17,737)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(12,924)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 3,199,861us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
4,106,122us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Freddie Mac    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 27,906,221nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
24,458,925nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 1,951,798nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
1,627,966nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (8,985)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(9,533)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 29,849,034us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
26,077,358us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 313,761us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
227,423us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (322,094)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(1,267,106)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 29,840,701us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
25,037,675us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Fannie Mae    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 47,979,778nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
43,564,657nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 3,396,368nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
2,970,813nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (8,857)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(11,568)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 51,367,289us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
46,523,902us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 660,230us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
456,057us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (424,800)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(1,781,683)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 51,602,719us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
45,198,276us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Ginnie Mae    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 97,000nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
120,739nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 20,560nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
27,085nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (358)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(383)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 117,202us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
147,441us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 8,010us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
9,845us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (3,376)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
(4,288)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value $ 121,836us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
$ 152,998us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentSecondaryCategorizationAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember