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SEGMENTS - Schedule of Segment Reporting (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
Dec. 31, 2023
[1]
Segment Reporting Information [Line Items]          
Interest income $ 1,229,341 $ 1,001,485 $ 3,501,154 $ 2,741,229  
Interest expense 1,215,940 1,046,819 3,440,646 2,799,063  
Net interest income 13,401 (45,334) 60,508 (57,834)  
Servicing and related income 122,583 97,620 358,182 265,683  
Servicing and related expense 12,988 9,623 37,821 26,433  
Net servicing income 109,595 87,997 320,361 239,250  
Other income (loss) (2,859) (559,446) 290,058 (1,267,287)  
Less: Total general and administrative expenses 43,921 39,909 127,382 123,652  
Income (loss) before income taxes 76,216 (556,692) 543,545 (1,209,523)  
Income taxes (6,135) 12,392 4,853 37,702  
Net income (loss) 82,351 (569,084) 538,692 (1,247,225)  
Less: Net income (loss) attributable to noncontrolling interest 15,906 (6,879) 18,838 (7,797)  
Net income (loss) attributable to Annaly 66,445 (562,205) 519,854 (1,239,428)  
Dividends on preferred stock 41,628 36,854 115,847 104,495  
Net income (loss) available (related) to common stockholders 24,817 (599,059) 404,007 (1,343,923)  
Unrealized gains (losses) on available-for-sale securities 428,955 (825,286) 92,843 (443,957)  
Reclassification adjustment for net (gains) losses included in net income (loss) 15,769 513,041 530,354 1,458,077  
Other comprehensive income (loss) 444,724 (312,245) 623,197 1,014,120  
Comprehensive income (loss) 527,075 (881,329) 1,161,889 (233,105)  
Comprehensive income (loss) attributable to noncontrolling interests 15,906 (6,879) 18,838 (7,797)  
Comprehensive income (loss) attributable to Annaly 511,169 (874,450) 1,143,051 (225,308)  
Receivable for unsettled trades 766,341 1,047,566 766,341 1,047,566 $ 2,710,224
Payable for unsettled trades 1,885,286 2,214,319 1,885,286 2,214,319 3,249,389
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 444,724 (312,245) 623,197 1,014,120  
Dividends declared, not yet paid 362,731 321,629 362,731 321,629 325,052
Total assets 101,515,995 89,648,423 101,515,995 89,648,423 $ 93,227,236
Operating Segments | Agency          
Segment Reporting Information [Line Items]          
Interest income 830,407 756,479 2,433,672 2,058,371  
Interest expense 885,982 849,422 2,563,077 2,279,586  
Net interest income (55,575) (92,943) (129,405) (221,215)  
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) (6,658) (528,640) 109,384 (1,415,438)  
Less: Total general and administrative expenses 16,154 14,576 47,604 44,401  
Income (loss) before income taxes (78,387) (636,159) (67,625) (1,681,054)  
Income taxes 23 727 748 1,213  
Net income (loss) (78,410) (636,886) (68,373) (1,682,267)  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly (78,410) (636,886) (68,373) (1,682,267)  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders (78,410) (636,886) (68,373) (1,682,267)  
Unrealized gains (losses) on available-for-sale securities 428,955 (825,286) 92,843 (443,957)  
Reclassification adjustment for net (gains) losses included in net income (loss) 15,769 513,041 530,354 1,458,077  
Other comprehensive income (loss) 444,724 (312,245) 623,197 1,014,120  
Comprehensive income (loss) 366,314 (949,131) 554,824 (668,147)  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly 366,314 (949,131) 554,824 (668,147)  
Receivable for unsettled trades 727,124 1,039,173 727,124 1,039,173  
Payable for unsettled trades 1,811,196 2,144,692 1,811,196 2,144,692  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 444,724 (312,245) 623,197 1,014,120  
Dividends declared, not yet paid 0 0 0 0  
Total assets 71,699,019 70,047,768 71,699,019 70,047,768  
Operating Segments | Resi-credit          
Segment Reporting Information [Line Items]          
Interest income 396,694 239,194 1,059,247 658,849  
Interest expense 328,440 193,271 872,118 504,011  
Net interest income 68,254 45,923 187,129 154,838  
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) 36,028 (12,974) 189,851 91,439  
Less: Total general and administrative expenses 13,868 12,195 39,690 36,757  
Income (loss) before income taxes 90,414 20,754 337,290 209,520  
Income taxes (8,263) 5,985 (9,966) 14,034  
Net income (loss) 98,677 14,769 347,256 195,486  
Less: Net income (loss) attributable to noncontrolling interest 15,906 (6,879) 18,838 (7,797)  
Net income (loss) attributable to Annaly 82,771 21,648 328,418 203,283  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders 82,771 21,648 328,418 203,283  
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) 98,677 14,769 347,256 195,486  
Comprehensive income (loss) attributable to noncontrolling interests 15,906 (6,879) 18,838 (7,797)  
Comprehensive income (loss) attributable to Annaly 82,771 21,648 328,418 203,283  
Receivable for unsettled trades 0 0 0 0  
Payable for unsettled trades 0 1,546 0 1,546  
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 26,235,097 16,616,765 26,235,097 16,616,765  
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 122,583 97,620 358,182 265,683  
Servicing and related expense 12,988 9,623 37,821 26,433  
Net servicing income 109,595 87,997 320,361 239,250  
Other income (loss) (33,967) (21,870) (12,513) 61,314  
Less: Total general and administrative expenses 8,876 7,657 25,977 22,210  
Income (loss) before income taxes 66,752 58,470 281,871 278,354  
Income taxes 2,126 5,858 14,195 22,706  
Net income (loss) 64,626 52,612 267,676 255,648  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly 64,626 52,612 267,676 255,648  
Dividends on preferred stock 0 0 0 0  
Net income (loss) available (related) to common stockholders 64,626 52,612 267,676 255,648  
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) 64,626 52,612 267,676 255,648  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly 64,626 52,612 267,676 255,648  
Receivable for unsettled trades 39,217 8,393 39,217 8,393  
Payable for unsettled trades 74,090 38,231 74,090 38,231  
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 3,371,113 2,647,052 3,371,113 2,647,052  
Corporate & Other          
Segment Reporting Information [Line Items]          
Interest income 2,240 5,812 8,235 24,009  
Interest expense 1,518 4,126 5,451 15,466  
Net interest income 722 1,686 2,784 8,543  
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) 1,738 4,038 3,336 (4,602)  
Less: Total general and administrative expenses 5,023 5,481 14,111 20,284  
Income (loss) before income taxes (2,563) 243 (7,991) (16,343)  
Income taxes (21) (178) (124) (251)  
Net income (loss) (2,542) 421 (7,867) (16,092)  
Less: Net income (loss) attributable to noncontrolling interest 0 0 0 0  
Net income (loss) attributable to Annaly (2,542) 421 (7,867) (16,092)  
Dividends on preferred stock 41,628 36,854 115,847 104,495  
Net income (loss) available (related) to common stockholders (44,170) (36,433) (123,714) (120,587)  
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) (2,542) 421 (7,867) (16,092)  
Comprehensive income (loss) attributable to noncontrolling interests 0 0 0 0  
Comprehensive income (loss) attributable to Annaly (2,542) 421 (7,867) (16,092)  
Receivable for unsettled trades 0 0 0 0  
Payable for unsettled trades 0 29,850 0 29,850  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0 0 0  
Dividends declared, not yet paid 362,731 321,629 362,731 321,629  
Total assets $ 210,766 $ 336,838 $ 210,766 $ 336,838  
[1]
(1)Derived from the audited consolidated financial statements at December 31, 2023.