Aggregate Consideration and Preliminary Fair Value of Assets Acquired and Liabilities Assumed (Detail) - USD ($) $ in Thousands	Jul. 12, 2016	Jun. 30, 2017	[1]	Dec. 31, 2016	[2]
Business Acquisition [Line Items]
Bargain purchase gain		$ 71,815		$ 71,815
Hatteras
Business Acquisition [Line Items]
Cash	$ 521,082
Total Consideration	1,806,289
Cash	562,780
Principal receivable	438,005
Accrued interest and dividend receivable	83,814
Other assets	57,250
Total assets acquired	12,846,633
Securitized debt of consolidated VIEs	54,135
Dividends payable	670
Payable for investments purchased	2,643
Accrued interest payable	4,833
Accounts payable and other liabilities	97,039
Total liabilities assumed	10,967,768
Net assets acquired	1,878,865
Bargain purchase gain	72,576
Hatteras | Common Stock
Business Acquisition [Line Items]
Equity shares	997,707
Hatteras | Preferred Stock
Business Acquisition [Line Items]
Exchange of Hatteras preferred stock for Annaly preferred stock	278,252
Preferred stock fair value adjustment	9,248
Equity shares	287,500
Hatteras | Agency Mortgage-backed Securities
Business Acquisition [Line Items]
Financial assets	10,863,070
Hatteras | Credit Risk Transfer Securities
Business Acquisition [Line Items]
Financial assets	116,770
Hatteras | Residential Mortgage
Business Acquisition [Line Items]
Financial assets	360,447
Hatteras | Mortgage Servicing Rights
Business Acquisition [Line Items]
Financial assets	355,820
Hatteras | Other Derivatives
Business Acquisition [Line Items]
Financial assets	8,677
Financial liabilities	349,922
Hatteras | Other Secured Financings
Business Acquisition [Line Items]
Financial liabilities	35,769
Hatteras | Repurchase Agreements
Business Acquisition [Line Items]
Financial liabilities	$ 10,422,757

[1] As a result of a change to a clearing organization's rulebook effective January 3, 2017, beginning with the first quarter 2017 and in subsequent periods the Company is presenting the fair value of centrally cleared interest rate swaps net of variation margin pledged under such transactions. The variation margin was previously reported under cash and cash equivalents and is currently reported as a reduction to interest rate swaps, at fair value. Balances reported prior to the effective date balances will not be adjusted.

[2] Derived from the audited consolidated financial statements at December 31, 2016.