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CRE Debt and Preferred Equity Investments -Based on Outstanding Principal (Detail) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended 12 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Transaction to Real Estate Investments [Line Items]    
Beginning balance $ 1,518,165nly_LoanPrincipalNetOfAllowanceForLoanLosses $ 1,583,969nly_LoanPrincipalNetOfAllowanceForLoanLosses
Originations & advances (principal) 63,688us-gaap_MortgageLoansOnRealEstateOtherAdditions 249,854us-gaap_MortgageLoansOnRealEstateOtherAdditions
Principal payments (82,409)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal (316,082)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
Sales (principal) 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
Amortization & accretion of (premium) discounts (42)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases (1,472)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
Net (increase) decrease in origination fees (2,186)nly_IncreaseDecreaseInLeaseOriginationCosts (3,021)nly_IncreaseDecreaseInLeaseOriginationCosts
Amortization of net origination fees 1,190nly_AmortizationOfLoanOriginationFees 4,917nly_AmortizationOfLoanOriginationFees
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed 0us-gaap_ProvisionForLoanLossesExpensed
Net carrying value 1,498,406us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages 1,518,165us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 212,905nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 247,160nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Principal payments (1,441)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 (35,116)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Sales (principal) 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Amortization & accretion of (premium) discounts 25nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 108nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Amortization of net origination fees 105nly_AmortizationOfLoanOriginationFees
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 753nly_AmortizationOfLoanOriginationFees
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Net 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]    
Net carrying value 1,498,406us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [1] 1,518,165us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember		 [1]
Commercial Mortgage | Mezzanine Loans    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 522,731nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 628,102nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Originations & advances (principal) 16,043us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 122,742us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Principal payments (43,212)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 (227,151)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Sales (principal) 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Amortization & accretion of (premium) discounts (31)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 (1,093)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Net (increase) decrease in origination fees (236)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 (478)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Amortization of net origination fees 110nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 609nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Net 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]
Commercial Mortgage | Senior Mortgages    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 383,895nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] 667,299nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Originations & advances (principal) 47,645us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] 127,112us-gaap_MortgageLoansOnRealEstateOtherAdditions
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Principal payments (76)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] (12,756)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Sales (principal) 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Amortization & accretion of (premium) discounts (36)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] (138)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Net (increase) decrease in origination fees (1,950)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] (2,427)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Amortization of net origination fees 750nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] 2,783nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Transfers   (397,978)nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [2] 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Net carrying value 430,228us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [1],[2] 383,895us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember		 [1]
Commercial Mortgage | Senior Securitized Mortgages    
Transaction to Real Estate Investments [Line Items]    
Beginning balance 398,634nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		  
Principal payments (37,680)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		  
Sales (principal) 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [2]
Net (increase) decrease in origination fees   (116)nly_IncreaseDecreaseInLeaseOriginationCosts
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [2]
Amortization of net origination fees 225nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 772nly_AmortizationOfLoanOriginationFees
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [2]
Transfers   397,978nly_MortgageLoansOnRealEstateTransfersAtCost
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [2]
Allowance for loan losses 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [2]
Net carrying value 361,179us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [1],[2] 398,634us-gaap_MortgageLoansOnRealEstateCarryingAmountOfMortgages
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember		 [1],[2]
Commercial Mortgage | Subordinated Notes    
Transaction to Real Estate Investments [Line Items]    
Beginning balance   41,408nly_LoanPrincipalNetOfAllowanceForLoanLosses
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Principal payments   (41,059)us-gaap_MortgageLoansOnRealEstateCollectionsOfPrincipal
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Sales (principal)   0us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Amortization & accretion of (premium) discounts   (349)nly_AccretionAmortizationOfDiscountsAndPremiumsOnLoanPurchases
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Allowance for loan losses   0us-gaap_ProvisionForLoanLossesExpensed
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Commercial Mortgage | Preferred Equity Interests    
Transaction to Real Estate Investments [Line Items]    
Net 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]
[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] Assets of consolidated VIE.