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Internal CRE Debt and Preferred Equity Ratings (Detail) (Commercial Mortgage, USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Transaction to Real Estate Investments [Line Items]    
Performing Loans $ 1,498,749nly_InternalRatingPerformingLoans $ 1,555,750nly_InternalRatingPerformingLoans
Internal Ratings Watch List 9,250nly_InternalRatingWatchlistLoans  
Defaulted-Recovery 12,973nly_InternalRatingDefaultedRecoveryLoans 31,473nly_InternalRatingDefaultedRecoveryLoans
Workout 0nly_InternalRatingWorkoutLoans 0nly_InternalRatingWorkoutLoans
Senior Mortgages
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 371,331nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
644,039nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Defaulted-Recovery 12,973nly_InternalRatingDefaultedRecoveryLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] 25,473nly_InternalRatingDefaultedRecoveryLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Workout 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Subordinated Notes
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans   41,059nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Workout 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SubordinatedNotesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Mezzanine Loans
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 522,474nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
620,883nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Defaulted-Recovery   6,000nly_InternalRatingDefaultedRecoveryLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Workout 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_MezzanineLoansMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Preferred Equity Interests
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 214,653nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
249,769nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Workout 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_PreferredEquityInterestsMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Senior Securitized Mortgages
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 390,291nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]  
Internal Ratings Watch List 9,250nly_InternalRatingWatchlistLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]  
Workout $ 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentSecondaryCategorizationAxis
= nly_SeniorSecuritizedMortgagesMember
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]  
[1] Relates to one loan on nonaccrual status.
[2] Assets of consolidated VIE.