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CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY (USD $)
In Thousands
Total
7.875% Series A Cumulative Redeemable Preferred Stock
7.625% Series C Cumulative Redeemable Preferred Stock
7.50% Series D Cumulative Redeemable Preferred Stock
Common Stock Par Value
Additional Paid-In Capital
Accumulated Other Comprehensive Income (Loss)
Accumulated Deficit
Accumulated Deficit
7.875% Series A Cumulative Redeemable Preferred Stock
Accumulated Deficit
7.625% Series C Cumulative Redeemable Preferred Stock
Accumulated Deficit
7.50% Series D Cumulative Redeemable Preferred Stock
Total stockholders' equity
Total stockholders' equity
7.875% Series A Cumulative Redeemable Preferred Stock
Total stockholders' equity
7.625% Series C Cumulative Redeemable Preferred Stock
Total stockholders' equity
7.50% Series D Cumulative Redeemable Preferred Stock
Noncontrolling Interest
7.875% Series A Cumulative Redeemable Preferred Stock
7.625% Series C Cumulative Redeemable Preferred Stock
7.50% Series D Cumulative Redeemable Preferred Stock
Beginning balance at Dec. 31, 2013 $ 12,405,055us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest       $ 9,474us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
$ 14,765,761us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
$ (2,748,933)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
$ (534,306)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      $ 12,405,055us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
        $ 177,088us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember
$ 290,514us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember
$ 445,457us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember
Net income (loss) (203,351)us-gaap_NetIncomeLoss             (203,351)us-gaap_NetIncomeLoss
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      (203,351)us-gaap_NetIncomeLoss
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Unrealized gains (losses) on available-for-sale securities 741,172us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax           741,172us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
        741,172us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Reclassification adjustment for net (gains) losses included in net income (loss) (80,718)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax           (80,718)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
        (80,718)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Net proceeds from direct purchase and dividend reinvestment 607us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan       1us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
606us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
          607us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Contingent beneficial conversion feature on 4% Convertible Senior Notes 4,186us-gaap_AdjustmentsToAdditionalPaidInCapitalConvertibleDebtWithConversionFeature         4,186us-gaap_AdjustmentsToAdditionalPaidInCapitalConvertibleDebtWithConversionFeature
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
          4,186us-gaap_AdjustmentsToAdditionalPaidInCapitalConvertibleDebtWithConversionFeature
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Preferred dividends declared   (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
        (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
  (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
       
Common dividends declared, $0.90 and $1.20 Per share for 2015 and 2014 respectively (284,247)us-gaap_DividendsCommonStockCash             (284,247)us-gaap_DividendsCommonStockCash
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      (284,247)us-gaap_DividendsCommonStockCash
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Ending balance at Mar. 31, 2014 12,564,712us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest       9,475us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
14,770,553us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
(2,088,479)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
(1,039,896)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      12,564,712us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
        177,088us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember
290,514us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember
445,457us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember
Beginning balance at Dec. 31, 2014 13,333,781us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest [1]       9,476us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
14,786,509us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
204,883us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
(2,585,436)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      13,328,491us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
      5,290us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_NoncontrollingInterestMember
177,088us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember
290,514us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember
445,457us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember
Net income (loss) (476,409)us-gaap_NetIncomeLoss             (476,409)us-gaap_NetIncomeLoss
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      (476,409)us-gaap_NetIncomeLoss
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Net income (loss) attributable to noncontrolling interest (90)us-gaap_NetIncomeLossAttributableToNoncontrollingInterest                             (90)us-gaap_NetIncomeLossAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_NoncontrollingInterestMember
     
Unrealized gains (losses) on available-for-sale securities 631,472us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax           631,472us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
        631,472us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Reclassification adjustment for net (gains) losses included in net income (loss) (62,356)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax           (62,356)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
        (62,356)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Stock compensation expense 39us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue         39us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
          39us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Net proceeds from direct purchase and dividend reinvestment 570us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan       1us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
569us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
          570us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Equity contributions from (distributions to) noncontrolling interest (115)us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders                             (115)us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_NoncontrollingInterestMember
     
Preferred dividends declared   (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
        (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
  (3,648)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesACumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
(5,719)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesCCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
(8,625)us-gaap_DividendsPreferredStockCash
/ us-gaap_StatementClassOfStockAxis
= nly_SeriesDCumulativeRedeemablePreferredStockMember
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
       
Common dividends declared, $0.90 and $1.20 Per share for 2015 and 2014 respectively (284,310)us-gaap_DividendsCommonStockCash             (284,310)us-gaap_DividendsCommonStockCash
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      (284,310)us-gaap_DividendsCommonStockCash
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
             
Ending balance at Mar. 31, 2015 $ 13,124,590us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest       $ 9,477us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_CommonStockMember
$ 14,787,117us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AdditionalPaidInCapitalMember
$ 773,999us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
$ (3,364,147)us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_RetainedEarningsMember
      $ 13,119,505us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_ParentMember
      $ 5,085us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= us-gaap_NoncontrollingInterestMember
$ 177,088us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesA7.875PercentCumulativeRedeemablePreferredStockMember
$ 290,514us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesC7.625PercentCumulativeRedeemablePreferredStockMember
$ 445,457us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
/ us-gaap_StatementEquityComponentsAxis
= nly_SeriesD7.50PercentCumulativeRedeemablePreferredStockMember
[1] Derived from the audited consolidated financial statements at December 31, 2014.