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Derivative Instruments - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income Loss (Detail) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Effect of Derivatives on Statement of Operations and Comprehensive Income:      
Realized gains (losses) on interest rate swaps $ (825,360)nly_GainLossOnRealizedInterestRateSwaps [1],[2] $ (908,294)nly_GainLossOnRealizedInterestRateSwaps [1],[2] $ (893,769)nly_GainLossOnRealizedInterestRateSwaps [1],[2]
Realized gain (losses) on termination of interest rate swaps (779,333)nly_GainLossOnTerminationOfInterestRateSwaps (101,862)nly_GainLossOnTerminationOfInterestRateSwaps (2,385)nly_GainLossOnTerminationOfInterestRateSwaps
Unrealized gains (losses) on interest rate swaps $ (948,755)us-gaap_UnrealizedGainLossOnDerivatives $ 2,002,200us-gaap_UnrealizedGainLossOnDerivatives $ (32,219)us-gaap_UnrealizedGainLossOnDerivatives
[1] Interest expense related to the Company's interest rate swaps is recorded in Realized losses on interest rate swaps on the Consolidated Statements of Operations and Comprehensive Income (Loss).
[2] Interest expense related to interest rate swaps is recorded in realized gains (losses) on interest rate swaps on the Consolidated Statements of Operations and Comprehensive Income (Loss).