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Repurchase Agreements - Remaining Maturities (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Repurchase Agreements:    
Repurchase agreements $ 60,477,378us-gaap_SecuritiesSoldUnderAgreementsToRepurchase $ 71,361,926us-gaap_SecuritiesSoldUnderAgreementsToRepurchase [1]
Weighted average rate 0.70%nly_RepurchaseAgreementsWeightedAverageRates 0.61%nly_RepurchaseAgreementsWeightedAverageRates
1 day    
Repurchase Agreements:    
Repurchase agreements 7,658,440us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= us-gaap_MaturityOvernightMember
 
Weighted average rate 0.64%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= us-gaap_MaturityOvernightMember
0.00%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= us-gaap_MaturityOvernightMember
2 to 29 days    
Repurchase Agreements:    
Repurchase agreements 16,080,033us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity2To29DaysMember
28,354,167us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity2To29DaysMember
Weighted average rate 0.39%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity2To29DaysMember
0.35%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity2To29DaysMember
30 to 59 days    
Repurchase Agreements:    
Repurchase agreements 7,326,177us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity30To59DaysMember
17,336,469us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity30To59DaysMember
Weighted average rate 0.40%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity30To59DaysMember
0.43%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity30To59DaysMember
60 to 89 days    
Repurchase Agreements:    
Repurchase agreements 9,534,614us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity60To89DaysMember
4,040,677us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity60To89DaysMember
Weighted average rate 0.40%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity60To89DaysMember
0.38%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity60To89DaysMember
90 to 119 days    
Repurchase Agreements:    
Repurchase agreements 4,677,222us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity90To119DaysMember
2,945,495us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity90To119DaysMember
Weighted average rate 0.50%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity90To119DaysMember
0.50%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_Maturity90To119DaysMember
Over 120 days    
Repurchase Agreements:    
Repurchase agreements $ 15,200,892us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_MaturityOver120DaysMember
[2] $ 18,685,118us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_MaturityOver120DaysMember
[2]
Weighted average rate 1.45%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_MaturityOver120DaysMember
[2] 1.24%nly_RepurchaseAgreementsWeightedAverageRates
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis
= nly_MaturityOver120DaysMember
[2]
[1] Derived from the audited consolidated financial statements at December 31, 2014.
[2] Approximately 18% and 16% of the total repurchase agreements had a remaining maturity over 1 year as of March 31, 2015 and December 31, 2014, respectively.