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Derivative Instruments - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income Loss (Detail) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Effect of Derivatives on Statement of Operations and Comprehensive Income:    
Realized gains (losses) on interest rate swaps $ (158,239)nly_GainLossOnRealizedInterestRateSwaps [1],[2] $ (260,435)nly_GainLossOnRealizedInterestRateSwaps [1],[2]
Realized gain (losses) on termination of interest rate swaps (226,462)nly_GainLossOnTerminationOfInterestRateSwaps (6,842)nly_GainLossOnTerminationOfInterestRateSwaps
Unrealized gains (losses) on interest rate swaps $ (466,202)us-gaap_UnrealizedGainLossOnDerivatives $ (348,942)us-gaap_UnrealizedGainLossOnDerivatives
[1] Interest expense related to the Company's interest rate swaps is recorded in Realized gains (losses) on interest rate swaps on the Consolidated Statements of Comprehensive Income (Loss).
[2] Consists of interest expense on interest rate swaps.