XML 59 R45.htm IDEA: XBRL DOCUMENT v2.4.1.9
Agency Mortgage-Backed Securities - Narrative (Detail) (USD $)
3 Months Ended 12 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2014
Dec. 31, 2013
Mortgage-Backed Securities Sold:        
Mortgage-Backed securities sold, carrying value $ 14,500,000,000nly_MortgageBackedSecuritiesSoldCarryingValue $ 4,300,000,000nly_MortgageBackedSecuritiesSoldCarryingValue    
Mortgage-Backed securities sold, realized gain 65,300,000us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS 129,500,000us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS    
Interest-only securities        
Mortgage-Backed Securities Sold:        
Amortized cost     1,400,000,000us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_InterestOnlyStripMember
1,200,000,000us-gaap_AvailableForSaleSecuritiesAmortizedCost
/ us-gaap_InvestmentTypeAxis
= us-gaap_InterestOnlyStripMember
Accumulated Other Comprehensive Income (Loss) | Interest-only securities        
Mortgage-Backed Securities Sold:        
Unrealized gains (Losses)     $ (41,600,000)us-gaap_AvailableforsaleSecuritiesGrossUnrealizedGainLoss1
/ us-gaap_InvestmentTypeAxis
= us-gaap_InterestOnlyStripMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
$ (8,000,000)us-gaap_AvailableforsaleSecuritiesGrossUnrealizedGainLoss1
/ us-gaap_InvestmentTypeAxis
= us-gaap_InterestOnlyStripMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember