XML 38 R67.htm IDEA: XBRL DOCUMENT v2.4.1.9
Summary of Fair Value Information about Derivative Assets and Liabilities (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Derivatives, Fair Value [Line Items]    
Interest rate swaps, at fair value $ 25,908us-gaap_InterestRateDerivativeAssetsAtFairValue $ 75,225us-gaap_InterestRateDerivativeAssetsAtFairValue [1]
Other derivatives, at fair value 113,503nly_OtherDerivativeFairValueOfDerivativeAsset 5,499nly_OtherDerivativeFairValueOfDerivativeAsset [1]
Derivative assets 139,411us-gaap_DerivativeAssets 80,724us-gaap_DerivativeAssets
Other derivatives, at fair value 61,778us-gaap_DerivativeFairValueOfDerivativeLiability 8,027us-gaap_DerivativeFairValueOfDerivativeLiability [1]
Interest rate swaps, at fair value 2,025,170us-gaap_InterestRateDerivativeLiabilitiesAtFairValue 1,608,286us-gaap_InterestRateDerivativeLiabilitiesAtFairValue [1]
Derivative liabilities 2,086,948us-gaap_DerivativeLiabilities 1,616,313us-gaap_DerivativeLiabilities
Future    
Derivatives, Fair Value [Line Items]    
Other derivatives, at fair value   117nly_OtherDerivativeFairValueOfDerivativeAsset
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Other derivatives, at fair value 61,778us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
3,769us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Interest Rate Swaption    
Derivatives, Fair Value [Line Items]    
Other derivatives, at fair value 574nly_OtherDerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
5,382nly_OtherDerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
TBA Derivatives    
Derivatives, Fair Value [Line Items]    
Other derivatives, at fair value 112,929nly_OtherDerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
 
Other derivatives, at fair value   $ 4,258us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
[1] Derived from the audited consolidated financial statements at December 31, 2014.