XML 23 R55.htm IDEA: XBRL DOCUMENT v2.4.1.9
CRE Debt and Preferred Equity Investments -Based on Outstanding Principal (Detail) (USD $)
 12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Transaction to Real Estate Investments [Line Items]    
Beginning balance $ 1,583,969,000nly_LoanPrincipalNetOfAllowanceForLoanLosses $ 729,452,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
Originations & advances (principal) 249,854,000us-gaap_MortgageLoansOnRealEstateOtherAdditions 984,743,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
Principal payments (316,082,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal (114,999,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
Sales (principal)   (13,750,000)us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
Amortization & accretion of (premium) discounts (1,472,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases (716,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
Net (increase) decrease in origination fees (3,021,000)nly_IncreaseDecreaseInLeaseOriginationCosts (2,252,000)nly_IncreaseDecreaseInLeaseOriginationCosts
Amortization of net origination fees (4,917,000)nly_AmortizationOfLoanOriginationFees 1,491,000nly_AmortizationOfLoanOriginationFees
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed 0us-gaap_ProvisionForLoanLossesExpensed
Net carrying value 1,518,165,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages 1,583,969,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Beginning balance   39,060,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Originations & advances (principal)   210,000,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Amortization & accretion of (premium) discounts   85,000nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Net (increase) decrease in origination fees   (2,118,000)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Amortization of net origination fees   133,000nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Allowance for loan losses   0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Net carrying value   247,160,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
Commercial Mortgage    
Transaction to Real Estate Investments [Line Items]    
Net 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]
Commercial Mortgage | Senior Mortgages    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 667,299,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 101,473,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Originations & advances (principal) 127,112,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 590,039,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Principal payments (12,756,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (24,333,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Sales (principal)   (13,750,000)us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Amortization & accretion of (premium) discounts (138,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (109,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net (increase) decrease in origination fees (2,427,000)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 151,000nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Amortization of net origination fees (2,783,000)nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 1,328,000nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Transfers (397,978,000)nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 12,500,000nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net 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]
Commercial Mortgage | Senior Securitized Mortgages    
Transaction to Real Estate Investments [Line Items]    
Net (increase) decrease in origination fees (116,000)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [2]  
Amortization of net origination fees (772,000)nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [2]  
Transfers 397,978,000nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [2]  
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [2] 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net carrying value 398,634,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [1],[2]  
Commercial Mortgage | Subordinated Notes    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 41,408,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 41,851,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Principal payments (41,059,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (235,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Amortization & accretion of (premium) discounts (349,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (208,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net carrying value   41,408,000us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [1]
Commercial Mortgage | Mezzanine Loans    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 628,102,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 547,068,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Originations & advances (principal) 122,742,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 184,704,000us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Principal payments (227,151,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (90,431,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Amortization & accretion of (premium) discounts (1,093,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (484,000)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net (increase) decrease in origination fees (478,000)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 (285,000)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Amortization of net origination fees (609,000)nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 30,000nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Transfers   (12,500,000)nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Net 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]
Commercial Mortgage | Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 247,160,000nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		  
Principal payments (35,116,000)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		  
Amortization & accretion of (premium) discounts 108,000nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		  
Amortization of net origination fees (753,000)nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		  
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		  
Net 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]
[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] Assets of consolidated VIE.