XML 57 R72.htm IDEA: XBRL DOCUMENT v2.4.1.9
Offsetting of Derivative Assets and Liabilities (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Offsetting Assets [Line Items]    
Gross Amounts, Liabilities $ 61,778us-gaap_DerivativeFairValueOfDerivativeLiability $ 8,027us-gaap_DerivativeFairValueOfDerivativeLiability [1]
Future    
Offsetting Assets [Line Items]    
Gross Amounts, Assets   117us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Amounts Eligible for Offset -Financial Instruments, Assets   (117)us-gaap_DerivativeCollateralObligationToReturnSecurities
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Amounts Eligible for Offset-Cash Collateral, Assets   0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Gross Amounts, Liabilities 61,778us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
3,769us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Amounts Eligible for Offset-Financial Instruments, Liabilities   (117)us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Amounts Eligible for Offset -Cash Collateral, Liabilities (61,778)us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
 
Net Amounts, Liabilities   3,652us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
/ us-gaap_FinancialInstrumentAxis
= us-gaap_FutureMember
Interest Rate Swaps    
Offsetting Assets [Line Items]    
Gross Amounts, Assets 25,908us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
75,225us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Amounts Eligible for Offset -Financial Instruments, Assets (24,782)us-gaap_DerivativeCollateralObligationToReturnSecurities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
(66,180)us-gaap_DerivativeCollateralObligationToReturnSecurities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Amounts Eligible for Offset-Cash Collateral, Assets 0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Net Amounts, Assets 1,126us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
9,045us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Gross Amounts, Liabilities 2,025,170us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
1,608,286us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Amounts Eligible for Offset-Financial Instruments, Liabilities 24,782us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
(66,180)us-gaap_DerivativeCollateralRightToReclaimSecurities
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Amounts Eligible for Offset -Cash Collateral, Liabilities (1,111,199)us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
(869,302)us-gaap_DerivativeCollateralRightToReclaimCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Net Amounts, Liabilities 889,189us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
672,804us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
TBA Derivatives    
Offsetting Assets [Line Items]    
Gross Amounts, Assets 112,929us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
 
Amounts Eligible for Offset-Cash Collateral, Assets 0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
 
Net Amounts, Assets 112,929us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
 
Gross Amounts, Liabilities   4,258us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
Net Amounts, Liabilities   4,258us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= nly_ToBeAnnouncedContractsMember
Interest Rate Swaption    
Offsetting Assets [Line Items]    
Gross Amounts, Assets 574us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
5,382us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
Amounts Eligible for Offset-Cash Collateral, Assets 0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
0us-gaap_DerivativeCollateralObligationToReturnCash
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
Net Amounts, Assets $ 574us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
$ 5,382us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwaptionMember
[1] Derived from the audited consolidated financial statements at December 31, 2014.