XML 20 R48.htm IDEA: XBRL DOCUMENT v2.4.1.9
Agency Mortgage-Backed Securities - Weighted Average Life (Detail) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Fair Value of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Estimated fair value $ 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue $ 70,388,949us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
Agency Mortgage Backed Securities    
Fair Value of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Less than one year 43,248nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
65,584nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than one year through five years 42,222,114nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
50,046,013nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than five years through ten years 39,018,833nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
14,915,716nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than ten years 281,061nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
5,361,636nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
/ 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
Amortized Cost of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Less than one year 42,831nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
64,561nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than one year through five years 41,908,586nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
51,710,059nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than five years through ten years 39,098,352nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
15,292,973nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than ten years 283,756nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
5,681,108nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total $ 81,333,525us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember
$ 72,748,701us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis
/ us-gaap_InvestmentTypeAxis
= nly_AgencyMortgageBackedSecuritiesMember