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Income Taxes - Narrative (Detail) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Income Taxes:    
Income tax expense for income and the portion of earnings retained based on Section 162(m) limitations   $ 4,000us-gaap_OtherTaxExpenseBenefit
Years federal and state tax returns remain open for examination 2013, 2012 and 2011  
Real Estate Investment Trust    
Income Taxes:    
REIT Taxable income distributed 100.00%nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit
/ us-gaap_IncomeStatementLocationAxis
= nly_RealEstateInvestmentTrustMember
 
Income tax expense for income and the portion of earnings retained based on Section 162(m) limitations 14us-gaap_OtherTaxExpenseBenefit
/ us-gaap_IncomeStatementLocationAxis
= nly_RealEstateInvestmentTrustMember