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SEGMENTS - Schedule of Segment Reporting (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Dec. 31, 2023
[1]
Segment Reporting Information [Line Items]          
Interest income $ 1,177,325 $ 921,494 $ 2,271,813 $ 1,739,744  
Interest expense 1,123,767 953,457 2,224,706 1,752,244  
Net interest income 53,558 (31,963) 47,107 (12,500)  
Servicing and related income 120,515 83,790 235,599 168,063  
Servicing and related expense 12,617 8,930 24,833 16,810  
Net servicing income 107,898 74,860 210,766 151,253  
Other income (loss) (113,467) 175,482 292,917 (707,841)  
Less: Total general and administrative expenses 44,891 42,915 83,461 83,743  
Income (loss) before income taxes 3,098 175,464 467,329 (652,831)  
Income taxes 11,931 14,277 10,988 25,310  
Net income (loss) (8,833) 161,187 456,341 (678,141)  
Less: Net income (loss) attributable to noncontrolling interest 650 (5,846) 2,932 (918)  
Net income (loss) attributable to Annaly (9,483) 167,033 453,409 (677,223)  
Dividends on preferred stock 37,158 35,766 74,219 67,641  
Net income (loss) available (related) to common stockholders (46,641) 131,267 379,190 (744,864)  
Unrealized gains (losses) on available-for-sale securities (54,243) (294,045) (336,112) 381,329  
Reclassification adjustment for net (gains) losses included in net income (loss) 179,234 462,128 514,585 945,036  
Other comprehensive income (loss) 124,991 168,083 178,473 1,326,365  
Comprehensive income (loss) 116,158 329,270 634,814 648,224  
Comprehensive income (loss) attributable to noncontrolling interests 650 (5,846) 2,932 (918)  
Comprehensive income (loss) attributable to Annaly 115,508 335,116 631,882 649,142  
Receivable for unsettled trades 320,659 787,442 320,659 787,442 $ 2,710,224
Payable for unsettled trades 1,096,271 4,331,315 1,096,271 4,331,315 3,249,389
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 124,991 168,083 178,473 1,326,365  
Dividends declared, not yet paid 325,662 321,031 325,662 321,031 325,052
Total assets 93,668,577 89,330,477 93,668,577 89,330,477 $ 93,227,236
Operating Segments | Agency          
Segment Reporting Information [Line Items]          
Interest income 821,339 694,505 1,603,265 1,301,892  
Interest expense 830,324 778,480 1,677,095 1,430,164  
Net interest income (8,985) (83,975) (73,830) (128,272)  
Servicing and related income 0 0 0 0  
Servicing and related expense 0 0 0 0  
Net servicing income 0 0 0 0  
Other income (loss) (184,910) 58,225 116,042 (886,798)  
Less: Total general and administrative expenses 15,862 15,685 31,450 29,825  
Income (loss) before income taxes (209,757) (41,435) 10,762 (1,044,895)  
Income taxes 118 705 725 486  
Net income (loss) (209,875) (42,140) 10,037 (1,045,381)  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly (209,875) (42,140) 10,037 (1,045,381)  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders (209,875) (42,140) 10,037 (1,045,381)  
Unrealized gains (losses) on available-for-sale securities (54,243) (294,045) (336,112) 381,329  
Reclassification adjustment for net (gains) losses included in net income (loss) 179,234 462,128 514,585 945,036  
Other comprehensive income (loss) 124,991 168,083 178,473 1,326,365  
Comprehensive income (loss) (84,884) 125,943 188,510 280,984  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly (84,884) 125,943 188,510 280,984  
Receivable for unsettled trades 311,349 780,458 311,349 780,458  
Payable for unsettled trades 1,041,278 4,295,056 1,041,278 4,295,056  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 124,991 168,083 178,473 1,326,365  
Dividends declared, not yet paid 0 0 0 0  
Total assets 66,660,065 70,775,689 66,660,065 70,775,689  
Operating Segments | Resi-credit          
Segment Reporting Information [Line Items]          
Interest income 353,545 218,679 662,553 419,655  
Interest expense 291,816 169,239 543,678 310,740  
Net interest income 61,729 49,440 118,875 108,915  
Servicing and related income 0 0 0 0  
Servicing and related expense 0 0 0 0  
Net servicing income 0 0 0 0  
Other income (loss) 48,457 66,637 153,823 104,413  
Less: Total general and administrative expenses 13,148 11,884 25,822 24,562  
Income (loss) before income taxes 97,038 104,193 246,876 188,766  
Income taxes (24) 673 (1,703) 8,049  
Net income (loss) 97,062 103,520 248,579 180,717  
Less: Net income (loss) attributable to noncontrolling interest 650 (5,846) 2,932 (918)  
Net income (loss) attributable to Annaly 96,412 109,366 245,647 181,635  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders 96,412 109,366 245,647 181,635  
Unrealized gains (losses) on available-for-sale securities 0 0 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0 0 0  
Other comprehensive income (loss) 0 0 0 0  
Comprehensive income (loss) 97,062 103,520 248,579 180,717  
Comprehensive income (loss) attributable to noncontrolling interests 650 (5,846) 2,932 (918)  
Comprehensive income (loss) attributable to Annaly 96,412 109,366 245,647 181,635  
Receivable for unsettled trades 0 4,857 0 4,857  
Payable for unsettled trades 0 10 0 10  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0 0 0  
Dividends declared, not yet paid 0 0 0 0  
Total assets 23,462,284 15,822,726 23,462,284 15,822,726  
Operating Segments | MSR          
Segment Reporting Information [Line Items]          
Interest income 0 0 0 0  
Interest expense 0 0 0 0  
Net interest income 0 0 0 0  
Servicing and related income 120,515 83,790 235,599 168,063  
Servicing and related expense 12,617 8,930 24,833 16,810  
Net servicing income 107,898 74,860 210,766 151,253  
Other income (loss) 22,324 54,950 21,454 83,184  
Less: Total general and administrative expenses 8,507 7,183 17,101 14,553  
Income (loss) before income taxes 121,715 122,627 215,119 219,884  
Income taxes 11,920 13,089 12,069 16,848  
Net income (loss) 109,795 109,538 203,050 203,036  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly 109,795 109,538 203,050 203,036  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders 109,795 109,538 203,050 203,036  
Unrealized gains (losses) on available-for-sale securities 0 0 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0 0 0  
Other comprehensive income (loss) 0 0 0 0  
Comprehensive income (loss) 109,795 109,538 203,050 203,036  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly 109,795 109,538 203,050 203,036  
Receivable for unsettled trades 9,310 1,994 9,310 1,994  
Payable for unsettled trades 54,993 36,249 54,993 36,249  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0 0 0  
Dividends declared, not yet paid 0 0 0 0  
Total assets 3,326,780 2,252,578 3,326,780 2,252,578  
Corporate & Other          
Segment Reporting Information [Line Items]          
Interest income 2,441 8,310 5,995 18,197  
Interest expense 1,627 5,738 3,933 11,340  
Net interest income 814 2,572 2,062 6,857  
Servicing and related income 0 0 0 0  
Servicing and related expense 0 0 0 0  
Net servicing income 0 0 0 0  
Other income (loss) 662 (4,330) 1,598 (8,640)  
Less: Total general and administrative expenses 7,374 8,163 9,088 14,803  
Income (loss) before income taxes (5,898) (9,921) (5,428) (16,586)  
Income taxes (83) (190) (103) (73)  
Net income (loss) (5,815) (9,731) (5,325) (16,513)  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly (5,815) (9,731) (5,325) (16,513)  
Dividends on preferred stock 37,158 35,766 74,219 67,641  
Net income (loss) available (related) to common stockholders (42,973) (45,497) (79,544) (84,154)  
Unrealized gains (losses) on available-for-sale securities 0 0 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0 0 0  
Other comprehensive income (loss) 0 0 0 0  
Comprehensive income (loss) (5,815) (9,731) (5,325) (16,513)  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly (5,815) (9,731) (5,325) (16,513)  
Receivable for unsettled trades 0 133 0 133  
Payable for unsettled trades 0 0 0 0  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0 0 0  
Dividends declared, not yet paid 325,662 321,031 325,662 321,031  
Total assets $ 219,448 $ 479,484 $ 219,448 $ 479,484  
[1]
(1)Derived from the audited consolidated financial statements at December 31, 2023.