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SEGMENTS - Schedule of Segment Reporting (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Dec. 31, 2023
[1]
Segment Reporting Information [Line Items]      
Interest income $ 1,094,488 $ 818,250  
Interest expense 1,100,939 798,787  
Net interest income (6,451) 19,463  
Servicing and related income 115,084 84,273  
Servicing and related expense 12,216 7,880  
Net servicing income 102,868 76,393  
Other income (loss) 406,384 (883,323)  
Total general and administrative expenses 38,570 40,828  
Income (loss) before income taxes 464,231 (828,295)  
Income taxes (943) 11,033  
Net income (loss) 465,174 (839,328)  
Net income (loss) attributable to noncontrolling interests 2,282 4,928  
Net income (loss) attributable to Annaly 462,892 (844,256)  
Dividends on preferred stock 37,061 31,875  
Net income (loss) available (related) to common stockholders 425,831 (876,131)  
Unrealized gains (losses) on available-for-sale securities (281,869) 675,374  
Reclassification adjustment for net (gains) losses included in net income (loss) (335,351) (482,908)  
Other comprehensive income (loss) 53,482 1,158,282  
Comprehensive income (loss) 518,656 318,954  
Comprehensive income (loss) attributable to noncontrolling interests 2,282 4,928  
Comprehensive income (loss) attributable to Annaly 516,374 314,026  
Receivable for unsettled trades 941,366 679,096 $ 2,710,224
Payable for unsettled trades 2,556,798 3,259,034 3,249,389
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 53,482 1,158,282  
Dividends declared, not yet paid 325,286 321,023 325,052
Total assets 91,483,546 86,832,017 $ 93,227,236
Operating Segments | Agency      
Segment Reporting Information [Line Items]      
Interest income 781,926 607,387  
Interest expense 846,771 651,684  
Net interest income (64,845) (44,297)  
Servicing and related income 0 0  
Servicing and related expense 0 0  
Net servicing income 0 0  
Other income (loss) 300,952 (945,023)  
Total general and administrative expenses 15,588 14,140  
Income (loss) before income taxes 220,519 (1,003,460)  
Income taxes 607 (219)  
Net income (loss) 219,912 (1,003,241)  
Net income (loss) attributable to noncontrolling interests 0 0  
Net income (loss) attributable to Annaly 219,912 (1,003,241)  
Dividends on preferred stock 0 0  
Net income (loss) available (related) to common stockholders 219,912 (1,003,241)  
Unrealized gains (losses) on available-for-sale securities (281,869) 675,374  
Reclassification adjustment for net (gains) losses included in net income (loss) (335,351) (482,908)  
Other comprehensive income (loss) 53,482 1,158,282  
Comprehensive income (loss) 273,394 155,041  
Comprehensive income (loss) attributable to noncontrolling interests 0 0  
Comprehensive income (loss) attributable to Annaly 273,394 155,041  
Receivable for unsettled trades 907,634 669,048  
Payable for unsettled trades 2,430,956 3,234,611  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 53,482 1,158,282  
Dividends declared, not yet paid 0 0  
Total assets 66,485,685 68,858,366  
Operating Segments | Resi-credit      
Segment Reporting Information [Line Items]      
Interest income 309,008 200,976  
Interest expense 251,862 141,501  
Net interest income 57,146 59,475  
Servicing and related income 0 0  
Servicing and related expense 0 0  
Net servicing income 0 0  
Other income (loss) 105,366 37,776  
Total general and administrative expenses 12,674 12,678  
Income (loss) before income taxes 149,838 84,573  
Income taxes (1,679) 7,376  
Net income (loss) 151,517 77,197  
Net income (loss) attributable to noncontrolling interests 2,282 4,928  
Net income (loss) attributable to Annaly 149,235 72,269  
Dividends on preferred stock 0 0  
Net income (loss) available (related) to common stockholders 149,235 72,269  
Unrealized gains (losses) on available-for-sale securities 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0  
Other comprehensive income (loss) 0 0  
Comprehensive income (loss) 151,517 77,197  
Comprehensive income (loss) attributable to noncontrolling interests 2,282 4,928  
Comprehensive income (loss) attributable to Annaly 149,235 72,269  
Receivable for unsettled trades 5,000 0  
Payable for unsettled trades 0 578  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0  
Dividends declared, not yet paid 0 0  
Total assets 21,525,612 15,313,440  
Operating Segments | MSR      
Segment Reporting Information [Line Items]      
Interest income 0 0  
Interest expense 0 0  
Net interest income 0 0  
Servicing and related income 115,084 84,273  
Servicing and related expense 12,216 7,880  
Net servicing income 102,868 76,393  
Other income (loss) (870) 28,234  
Total general and administrative expenses 8,594 7,370  
Income (loss) before income taxes 93,404 97,257  
Income taxes 149 3,759  
Net income (loss) 93,255 93,498  
Net income (loss) attributable to noncontrolling interests 0 0  
Net income (loss) attributable to Annaly 93,255 93,498  
Dividends on preferred stock 0 0  
Net income (loss) available (related) to common stockholders 93,255 93,498  
Unrealized gains (losses) on available-for-sale securities 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0  
Other comprehensive income (loss) 0 0  
Comprehensive income (loss) 93,255 93,498  
Comprehensive income (loss) attributable to noncontrolling interests 0 0  
Comprehensive income (loss) attributable to Annaly 93,255 93,498  
Receivable for unsettled trades 28,732 10,048  
Payable for unsettled trades 125,842 23,845  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0  
Dividends declared, not yet paid 0 0  
Total assets 3,209,074 2,012,405  
Corporate & Other      
Segment Reporting Information [Line Items]      
Interest income 3,554 9,887  
Interest expense 2,306 5,602  
Net interest income 1,248 4,285  
Servicing and related income 0 0  
Servicing and related expense 0 0  
Net servicing income 0 0  
Other income (loss) 936 (4,310)  
Total general and administrative expenses 1,714 6,640  
Income (loss) before income taxes 470 (6,665)  
Income taxes (20) 117  
Net income (loss) 490 (6,782)  
Net income (loss) attributable to noncontrolling interests 0 0  
Net income (loss) attributable to Annaly 490 (6,782)  
Dividends on preferred stock 37,061 31,875  
Net income (loss) available (related) to common stockholders (36,571) (38,657)  
Unrealized gains (losses) on available-for-sale securities 0 0  
Reclassification adjustment for net (gains) losses included in net income (loss) 0 0  
Other comprehensive income (loss) 0 0  
Comprehensive income (loss) 490 (6,782)  
Comprehensive income (loss) attributable to noncontrolling interests 0 0  
Comprehensive income (loss) attributable to Annaly 490 (6,782)  
Receivable for unsettled trades 0 0  
Payable for unsettled trades 0 0  
Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment 0 0  
Dividends declared, not yet paid 325,286 321,023  
Total assets $ 263,175 $ 647,806  
[1]
(1)Derived from the audited consolidated financial statements at December 31, 2023.