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CRE Debt and Preferred Equity Investments (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Transaction to Real Estate Investments [Line Items]    
Carrying Value $ 1,498,406us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages $ 1,518,165us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Carrying Value 211,594us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
212,905us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Commercial Mortgage    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 1,502,251us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
1,520,972us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
Carrying Value 1,498,406us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1] 1,518,165us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[1]
Percentage of Loan Portfolio 100.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2] 100.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
[2]
Commercial Mortgage | Senior Mortgages    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 431,872us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
384,304us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Carrying Value 430,228us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[1],[3] 383,895us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[1]
Percentage of Loan Portfolio 28.70%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[2] 25.20%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[2]
Commercial Mortgage | Senior Securitized Mortgages    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 361,861us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3] 399,541us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3]
Carrying Value 361,179us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[1],[3] 398,634us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[1],[3]
Percentage of Loan Portfolio 24.10%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[2],[3] 26.30%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[2],[3]
Commercial Mortgage | Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 213,213us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
214,653us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Carrying Value 211,594us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
[1] 212,905us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
[1]
Percentage of Loan Portfolio 14.20%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
[2] 14.10%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
[2]
Commercial Mortgage | Mezzanine Loans    
Transaction to Real Estate Investments [Line Items]    
Outstanding Principal 495,305us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
522,474us-gaap_InvestmentOwnedBalancePrincipalAmount
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Carrying Value $ 495,405us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
[1] $ 522,731us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
[1]
Percentage of Loan Portfolio 33.00%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
[2] 34.40%us-gaap_InvestmentOwnedPercentOfNetAssets
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
[2]
[1] Carrying value includes unamortized origination fees of $4.4 million and $3.0 million as of March 31, 2015 and December 31, 2014, respectively.
[2] Based on outstanding principal.
[3] Assets of consolidated VIE.