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Convertible Senior Notes - Narrative (Detail) (USD $)
12 Months Ended 0 Months Ended 1 Months Ended
Dec. 31, 2012
Dec. 31, 2014
Dec. 31, 2010
May 31, 2012
May 31, 2012
Nov. 30, 2014
Dec. 31, 2013
Convertible Senior Notes:              
Issued convertible senior notes, aggregate principal amount   $ 146,553,000us-gaap_DebtInstrumentCarryingAmount         $ 19,332,000us-gaap_DebtInstrumentCarryingAmount
Issued convertible senior notes, interest rate           4.03%us-gaap_DebtInstrumentInterestRateStatedPercentage  
Issued convertible senior notes, net proceeds following underwriting expenses 727,500,000us-gaap_ProceedsFromConvertibleDebt            
Convertible senior notes, contingent beneficial conversion feature 11,717,000us-gaap_AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt            
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_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Senior debt maturity date     Feb. 15, 2015        
Issued convertible senior notes, interest rate     4.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Issued convertible senior notes, frequency of interest payments per year   Semi-annually          
Issued convertible senior notes, net proceeds following underwriting expenses     582,000,000us-gaap_ProceedsFromConvertibleDebt
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Repurchase of Convertible senior notes   492,500,000us-gaap_DebtInstrumentRepurchasedFaceAmount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
         
Convertible senior notes convertible into common stock, initial conversion rate, number of shares     46.6070nly_DebtInstrumentConvertibleNotesInitialConversionRatio
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Convertible senior notes convertible into common stock, subsequent conversion rate, number of shares   88.7389us-gaap_DebtInstrumentConvertibleConversionRatio1
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
         
Convertible senior notes, principal amount applicable for conversion rate     1,000nly_DebtInstrumentConvertiblePrincipalUsedForConversionRatio
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Convertible senior notes convertible into common stock, initial conversion price     $ 21.4560nly_DebtInstrumentConvertibleInitialConversionPrice
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
       
Convertible senior notes convertible into common stock, subsequent conversion price   $ 11.2690us-gaap_DebtInstrumentConvertibleConversionPrice1
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
         
Intrinsic value of the contingent beneficial conversion feature   110,500,000nly_DebtInstrumentConvertibleBeneficialConversionFeatureIntrinsicValue
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
        93,200,000nly_DebtInstrumentConvertibleBeneficialConversionFeatureIntrinsicValue
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
Convertible senior notes, unamortized discount   10,800,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
        26,900,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes4.00PercentDue2015Member
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_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
750,000,000us-gaap_DebtInstrumentCarryingAmount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
   
Senior debt maturity date         May 15, 2015    
Issued convertible senior notes, interest rate       5.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
5.00%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
   
Issued convertible senior notes, frequency of interest payments per year   Semi-annually          
Issued convertible senior notes, net proceeds following underwriting expenses         727,500,000us-gaap_ProceedsFromConvertibleDebt
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
   
Convertible senior notes convertible into common stock, initial conversion rate, number of shares   52.7969nly_DebtInstrumentConvertibleNotesInitialConversionRatio
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
         
Convertible senior notes, principal amount applicable for conversion rate         1,000nly_DebtInstrumentConvertiblePrincipalUsedForConversionRatio
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
   
Convertible senior notes convertible into common stock, initial conversion price   $ 18.94nly_DebtInstrumentConvertibleInitialConversionPrice
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
         
Convertible senior notes, unamortized discount   1,500,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
        5,400,000us-gaap_DebtInstrumentUnamortizedDiscount
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member
Convertible senior notes, contingent beneficial conversion feature       $ 11,700,000us-gaap_AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt
/ us-gaap_LongtermDebtTypeAxis
= nly_ConvertibleSeniorNotes5.00PercentDue2015Member