XML 34 R42.htm IDEA: XBRL DOCUMENT v2.4.1.9
Agency Mortgage-Backed Securities - Portfolio (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Mortgage-Backed Securities Portfolio:    
Estimated fair value $ 69,388,001us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue $ 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue [1]
Agency Mortgage Backed Securities    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 63,969,715nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
75,982,999nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 4,692,058nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
5,368,726nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (15,385)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(18,200)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 68,646,388us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
81,333,525us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 1,113,768us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
982,001us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (372,155)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(750,270)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 69,388,001us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost 68,646,388us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
81,333,525us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Fixed Rate    
Mortgage-Backed Securities Portfolio:    
Amortized cost 65,176,426us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
78,250,313us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 971,043us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
847,615us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (355,330)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(732,533)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 65,792,139us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
78,365,395us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost 65,176,426us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
78,250,313us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FixedRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Adjustable Rate    
Mortgage-Backed Securities Portfolio:    
Amortized cost 3,469,962us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
3,083,212us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 142,725us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
134,386us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (16,825)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(17,737)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 3,595,862us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
3,199,861us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost 3,469,962us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
3,083,212us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_FinancialInstrumentAxis
= us-gaap_AdjustableRateResidentialMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Freddie Mac    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 23,214,759nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
27,906,221nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 1,814,818nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
1,951,798nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (7,489)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(8,985)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 25,022,088us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
29,849,034us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 345,566us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
313,761us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (160,483)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(322,094)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 25,207,171us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
29,840,701us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost 25,022,088us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
29,849,034us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Fannie Mae    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 40,662,639nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
47,979,778nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 2,857,467nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
3,396,368nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (7,549)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(8,857)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 43,512,557us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
51,367,289us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 759,828us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
660,230us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (208,764)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(424,800)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 44,063,621us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
51,602,719us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost 43,512,557us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
51,367,289us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Agency Mortgage Backed Securities | Ginnie Mae    
Mortgage-Backed Securities Portfolio:    
Principal outstanding 92,317nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
97,000nly_AvailableForSaleSecuritiesDebtSecuritiesOutstandingPrincipalBalance
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized premium 19,773nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
20,560nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedPremium
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Unamortized discount (347)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(358)nly_AvailableForSaleSecuritiesDebtSecuritiesUnamortizedDiscount
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized cost 111,743us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
117,202us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized gains 8,374us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
8,010us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Gross unrealized losses (2,908)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
(3,376)us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Estimated fair value 117,209us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
121,836us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total amortized cost $ 111,743us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
$ 117,202us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
[1] Derived from the audited consolidated financial statements at December 31, 2014.