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Internal CRE Debt and Preferred Equity Ratings (Detail) (Commercial Mortgage, USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Transaction to Real Estate Investments [Line Items]    
Performing Loans $ 1,199,028nly_InternalRatingPerformingLoans $ 1,498,749nly_InternalRatingPerformingLoans
Internal Ratings Watch List 290,250nly_InternalRatingWatchlistLoans [1] 9,250nly_InternalRatingWatchlistLoans
Defaulted-Recovery 12,973nly_InternalRatingDefaultedRecoveryLoans [2] 12,973nly_InternalRatingDefaultedRecoveryLoans
Impaired 0nly_InternalRatingWorkoutLoans 0nly_InternalRatingWorkoutLoans
Senior Mortgages
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 188,899nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
371,331nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Internal Ratings Watch List 230,000nly_InternalRatingWatchlistLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[1]  
Defaulted-Recovery 12,973nly_InternalRatingDefaultedRecoveryLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[2] 12,973nly_InternalRatingDefaultedRecoveryLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
[2]
Impaired 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorMortgagesMember
Senior Securitized Mortgages
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 352,611nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3] 390,291nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3]
Internal Ratings Watch List 9,250nly_InternalRatingWatchlistLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[1],[3] 9,250nly_InternalRatingWatchlistLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3]
Impaired 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3] 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SeniorSecuritizedMortgagesMember
[3]
Subordinated Notes
   
Transaction to Real Estate Investments [Line Items]    
Impaired   0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_SubordinatedNotesMember
Preferred Equity Interests
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 162,213nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
214,653nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Internal Ratings Watch List 51,000nly_InternalRatingWatchlistLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
[1]  
Impaired 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_SecuritiesFinancingTransactionAxis
= nly_PreferredEquityInterestsMember
Mezzanine Loans
   
Transaction to Real Estate Investments [Line Items]    
Performing Loans 495,305nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
522,474nly_InternalRatingPerformingLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
Impaired $ 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
$ 0nly_InternalRatingWorkoutLoans
/ us-gaap_InvestmentTypeAxis
= nly_CommercialMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= nly_MezzanineLoansMember
[1] Includes a $230.0 million loan maturing on June 30, 2015 with a risk that the borrower will be unable to refinance the outstanding principal amount before the maturity date, but full recovery is expected.
[2] Related to one loan on non-accrual status.
[3] Assets of consolidated VIE.