XML 49 R44.htm IDEA: XBRL DOCUMENT v2.4.1.9
Agency Mortgage-Backed Securities - Unrealized Loss Position (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Securities
Dec. 31, 2014
Securities
Unrealized Loss Position For:    
Estimated Fair Value   $ 39,788,793us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionFairValue
Gross Unrealized Losses   (750,270)us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss
Number of Securities 439us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1 507us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1
Available For Sale Securities, Continuous Unrealized Loss Positions, Less Than 12 Months    
Unrealized Loss Position For:    
Estimated Fair Value   4,613,599us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionFairValue
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember
Gross Unrealized Losses   (36,959)us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember
Number of Securities 207us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember
205us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember
Available For Sale Securities, Continuous Unrealized Loss Positions, Greater Than 12 Months    
Unrealized Loss Position For:    
Estimated Fair Value   35,175,194us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionFairValue
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember
Gross Unrealized Losses   $ (713,311)us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember
Number of Securities 232us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember
302us-gaap_AvailableforsaleSecuritiesInUnrealizedLossPositionsQualitativeDisclosureNumberOfPositions1
/ us-gaap_GainLossOnInvestmentsByCategoryAxis
= nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember