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Convertible Senior Notes - Narrative (Detail) (USD $)
3 Months Ended 0 Months Ended 1 Months Ended 12 Months Ended
Mar. 31, 2015
May 31, 2012
May 31, 2012
Feb. 28, 2015
Dec. 31, 2010
Dec. 31, 2014
Convertible Senior Notes:            
Issued convertible senior notes, aggregate principal amount $ 146,670,000us-gaap_DebtInstrumentCarryingAmount         $ 146,553,000us-gaap_DebtInstrumentCarryingAmount
Repayment of convertible senior notes 107,541,000us-gaap_RepaymentsOfConvertibleDebt          
Convertible Senior Notes 5.00 Percent Due 2015            
Convertible Senior Notes:            
Issued convertible senior notes, aggregate principal amount   750,000,000us-gaap_DebtInstrumentCarryingAmount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
750,000,000us-gaap_DebtInstrumentCarryingAmount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
     
Issued convertible senior notes, interest rate   5.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
5.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
     
Issued convertible senior notes, net proceeds following underwriting expenses     727,500,000us-gaap_ProceedsFromConvertibleDebt
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
     
Senior debt maturity date     May 15, 2015      
Issued convertible senior notes, frequency of interest payments per year Semi-annually          
Convertible senior notes convertible into common stock, initial conversion rate, number of shares 52.7969nly_DebtInstrumentConvertibleNotesInitialConversionRatio
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
         
Convertible senior notes, principal amount applicable for conversion rate     1,000nly_DebtInstrumentConvertiblePrincipalUsedForConversionRatio
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
     
Convertible senior notes convertible into common stock, initial conversion price $ 18.94nly_DebtInstrumentConvertibleInitialConversionPrice
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
         
Convertible senior notes, contingent beneficial conversion feature   11,700,000us-gaap_AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
       
Convertible senior notes, unamortized discount 500,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
        1,500,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
Convertible Senior Notes 4.00 Percent Due 2015            
Convertible Senior Notes:            
Issued convertible senior notes, aggregate principal amount         600,000,000us-gaap_DebtInstrumentCarryingAmount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
 
Senior debt maturity date         2015-02  
Issued convertible senior notes, interest rate         4.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
 
Issued convertible senior notes, net proceeds following underwriting expenses         582,000,000us-gaap_ProceedsFromConvertibleDebt
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
 
Repurchase of Convertible senior notes 492,500,000us-gaap_DebtInstrumentRepurchasedFaceAmount
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
         
Repayment of convertible senior notes       $ 107,500,000us-gaap_RepaymentsOfConvertibleDebt
/ us-gaap_DebtInstrumentAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member