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Agency Mortgage-Backed Securities - Weighted Average Life (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Fair Value of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Total $ 69,388,001us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue $ 81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue [1]
Agency Mortgage Backed Securities    
Fair Value of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Less than one year 27,752nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
43,248nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than one year through five years 46,648,676nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
42,222,114nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than five years through ten years 22,520,713nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
39,018,833nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than ten years 190,860nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
281,061nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total 69,388,001us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
81,565,256us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Amortized Cost of Agency Mortgage-Backed Securities according to their estimated weighted-average life:    
Less than one year 27,847nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
42,831nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than one year through five years 46,120,064nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
41,908,586nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than five years through ten years 22,308,291nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
39,098,352nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Greater than ten years 190,186nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
283,756nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
Total $ 68,646,388us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
$ 81,333,525us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis
/ us-gaap_UnderlyingAssetClassAxis
= nly_AgencyMortgageBackedSecuritiesMember
[1] Derived from the audited consolidated financial statements at December 31, 2014.