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Summary of Characteristics of Interest Rate Swaptions (Detail) (Interest Rate Swaption, USD $)
In Thousands, unless otherwise specified
 3 Months Ended 12 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Long
    
Derivative Instruments:    
Current Underlying Notional $ 1,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
/ us-gaap_PositionAxis
= us-gaap_LongMember		 $ 1,750,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
/ us-gaap_PositionAxis
= us-gaap_LongMember
Underlying Pay Rate 2.61%nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
/ us-gaap_PositionAxis
= us-gaap_LongMember		 2.88%nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
/ us-gaap_PositionAxis
= us-gaap_LongMember
Underlying Receive Rate 3M LIBOR  
Years to Maturity 8 years 2 months 9 days 9 years 2 months 1 day
Months to Expiration 2 years 1 month 24 days 3 years 7 months 2 days
Short
    
Derivative Instruments:    
Underlying Receive Rate -