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CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
ASSETS    
Cash and cash equivalents (including cash pledged as collateral of $1,819,173 and $1,584,701, respectively) $ 1,920,326us-gaap_CashAndCashEquivalentsAtCarryingValue $ 1,741,244us-gaap_CashAndCashEquivalentsAtCarryingValue [1]
Reverse repurchase agreements 100,000us-gaap_SecuritiesForReverseRepurchaseAgreements 100,000us-gaap_SecuritiesForReverseRepurchaseAgreements [1]
Investments, at fair value:    
Agency mortgage-backed securities (including pledged assets of $63,865,632 and $74,006,480, respectively) 69,388,001us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue [1]
Agency debentures (including pledged assets of $691,716 and $1,368,350, respectively) 995,408us-gaap_FinancialInstrumentsOwnedUSGovernmentAndAgencyObligationsAtFairValue 1,368,350us-gaap_FinancialInstrumentsOwnedUSGovernmentAndAgencyObligationsAtFairValue [1]
Agency CRT securities 108,337us-gaap_FinancialInstrumentsOwnedOtherAtFairValue  
Commercial real estate debt investments (including pledged assets of $104,000 and $0, respectively) 1,515,903nly_CommercialRealEstateDebtInvestments [2]  
Investment in affiliates 141,246nly_AvailableForSaleInvestmentsWithAffiliates 143,045nly_AvailableForSaleInvestmentsWithAffiliates [1]
Commercial real estate debt and preferred equity, held for investment (including pledged assets of $72,750 and $0, respectively) 1,498,406nly_CommercialRealEstateDebtAndPreferredEquity [3] 1,518,165nly_CommercialRealEstateDebtAndPreferredEquity [1],[3]
Investments in commercial real estate 207,209nly_CommercialRealEstateInvestment 210,032nly_CommercialRealEstateInvestment [1]
Corporate debt, held for investment 227,830nly_HeldToMaturitySecuritiesCorporateDebt 166,464nly_HeldToMaturitySecuritiesCorporateDebt [1]
Receivable for investments sold 2,009,937nly_ReceivableForInvestmentSecuritiesSold 1,010,094nly_ReceivableForInvestmentSecuritiesSold [1]
Accrued interest and dividends receivable 247,801us-gaap_AccruedInvestmentIncomeReceivable 278,489us-gaap_AccruedInvestmentIncomeReceivable [1]
Receivable for investment advisory income (including from affiliates of $10,268 and $10,402, respectively) 10,268us-gaap_AccruedFeesAndOtherRevenueReceivable 10,402us-gaap_AccruedFeesAndOtherRevenueReceivable [1]
Goodwill 94,781us-gaap_Goodwill 94,781us-gaap_Goodwill [1]
Interest rate swaps, at fair value 25,908us-gaap_InterestRateDerivativeAssetsAtFairValue 75,225us-gaap_InterestRateDerivativeAssetsAtFairValue [1]
Other derivatives, at fair value 113,503nly_OtherDerivativeFairValueOfDerivativeAsset 5,499nly_OtherDerivativeFairValueOfDerivativeAsset [1]
Other assets 70,813us-gaap_OtherAssets 68,321us-gaap_OtherAssets [1]
Total assets 78,675,677us-gaap_Assets 88,355,367us-gaap_Assets [1]
Liabilities:    
Repurchase agreements 60,477,378us-gaap_SecuritiesSoldUnderAgreementsToRepurchase 71,361,926us-gaap_SecuritiesSoldUnderAgreementsToRepurchase [1]
Payable for investments purchased 5,205nly_PayableForInvestmentSecuritiesPurchased 264,984nly_PayableForInvestmentSecuritiesPurchased [1]
Convertible Senior Notes 749,512us-gaap_ConvertibleNotesPayable 845,295us-gaap_ConvertibleNotesPayable [1]
Securitized debt of consolidated VIEs 1,491,829nly_SecuritizedDebtOfConsolidatedVie [4] 260,700nly_SecuritizedDebtOfConsolidatedVie [1],[4]
Mortgages payable 146,470us-gaap_LoansPayable 146,553us-gaap_LoansPayable [1]
Participation sold 13,589us-gaap_NotesPayable 13,693us-gaap_NotesPayable [1]
Accrued interest payable 155,072us-gaap_InterestPayableCurrentAndNoncurrent 180,501us-gaap_InterestPayableCurrentAndNoncurrent [1]
Dividends payable 284,310us-gaap_DividendsPayableCurrentAndNoncurrent 284,293us-gaap_DividendsPayableCurrentAndNoncurrent [1]
Interest rate swaps, at fair value 2,025,170us-gaap_InterestRateDerivativeLiabilitiesAtFairValue 1,608,286us-gaap_InterestRateDerivativeLiabilitiesAtFairValue [1]
Other derivatives, at fair value 61,778us-gaap_DerivativeFairValueOfDerivativeLiability 8,027us-gaap_DerivativeFairValueOfDerivativeLiability [1]
Accounts payable and other liabilities 140,774us-gaap_OtherAccountsPayableAndAccruedLiabilities 47,328us-gaap_OtherAccountsPayableAndAccruedLiabilities [1]
Total liabilities 65,551,087us-gaap_Liabilities 75,021,586us-gaap_Liabilities [1]
Stockholders' Equity:    
Common stock, par value $0.01 per share, 1,956,937,500 authorized, 947,698,431 and 947,643,079 issued and outstanding, respectively 9,477us-gaap_CommonStockValue 9,476us-gaap_CommonStockValue [1]
Additional paid-in capital 14,787,117us-gaap_AdditionalPaidInCapital 14,786,509us-gaap_AdditionalPaidInCapital [1]
Accumulated other comprehensive income (loss) 773,999us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax 204,883us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax [1]
Accumulated deficit (3,364,147)us-gaap_RetainedEarningsAccumulatedDeficit (2,585,436)us-gaap_RetainedEarningsAccumulatedDeficit [1]
Total stockholders' equity 13,119,505us-gaap_StockholdersEquity 13,328,491us-gaap_StockholdersEquity [1]
Noncontrolling interest 5,085us-gaap_MinorityInterest 5,290us-gaap_MinorityInterest [1]
Total equity 13,124,590us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest 13,333,781us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest [1]
Total liabilities and equity 78,675,677us-gaap_LiabilitiesAndStockholdersEquity 88,355,367us-gaap_LiabilitiesAndStockholdersEquity [1]
7.875% Series A Cumulative Redeemable Preferred Stock    
Stockholders' Equity:    
Cumulative Redeemable Preferred Stock 177,088us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember		 177,088us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember		 [1]
7.625% Series C Cumulative Redeemable Preferred Stock    
Stockholders' Equity:    
Cumulative Redeemable Preferred Stock 290,514us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember		 290,514us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember		 [1]
7.50% Series D Cumulative Redeemable Preferred Stock    
Stockholders' Equity:    
Cumulative Redeemable Preferred Stock $ 445,457us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember		 $ 445,457us-gaap_PreferredStockValue
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember		 [1]
[1] Derived from the audited consolidated financial statements at December 31, 2014.
[2] Includes senior securitized commercial mortgage loans of a consolidated VIE carried at fair value of $1.4 billion and $0 at March 31, 2015 and December 31, 2014, respectively.
[3] Includes senior securitized commercial mortgage loans of a consolidated VIE with a carrying value of $361.2 million and $398.6 million carried at amortized cost, net of an allowance for losses of $0 and $0, at March 31, 2015 and December 31, 2014, respectively. .
[4] Includes securitized debt of a consolidated VIE carried at fair value of $1.3 billion and $0 at March 31, 2015 and December 31, 2014, respectively.