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CRE Debt and Preferred Equity Investments (Detail) (USD $)
Dec. 31, 2014
Dec. 31, 2013
Transaction to Real Estate Investments [Line Items]    
Carrying Value $ 1,518,165,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages $ 1,583,969,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Carrying Value   247,160,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Commercial Mortgage    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 1,520,972,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
1,587,223,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value 1,518,165,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] 1,583,969,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 100.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 100.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
Commercial Mortgage | Senior Mortgages    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 384,304,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
669,512,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value 383,895,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] 667,299,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 25.20%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 42.20%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
Commercial Mortgage | Senior Securitized Mortgages    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 399,541,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[3]  
Carrying Value 398,634,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1],[3]  
Percentage of Loan Portfolio 26.30%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2],[3] 0.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2],[3]
Commercial Mortgage | Subordinated Notes    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal   41,059,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value   41,408,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 0.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 2.60%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
Commercial Mortgage | Mezzanine Loans    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 522,474,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
626,883,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value 522,731,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] 628,102,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 34.40%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 39.50%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
Commercial Mortgage | Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 214,653,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
249,769,000us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value $ 212,905,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] $ 247,160,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 14.10%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 15.70%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
[1] Carrying value includes unamortized origination fees of $3.0 million and $4.9 million as of December 31, 2014 and December 31, 2013, respectively.
[2] Based on outstanding principal.
[3] Assets of consolidated VIE.