{"schema_version":"secwatch.filing_event.v1","accession":"0001043219-26-000021","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2026-04-21T23:59:59+00:00","discovered_at":"2026-05-14T18:02:31.853064+00:00","generated_at":"2026-05-15T05:02:49.646888+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.7,"calibrated_materiality_score":0.7,"confidence":"high","headline":"Annaly Q1 2026 GAAP EPS $0.33, EAD $0.76; book value $19.82; dividend $0.70","bullets":["GAAP net income $0.33 per share; EAD $0.76 per share; common dividend $0.70 per share.","Book value per common share $19.82, down from $20.21 in Q4 2025; economic return 1.5%.","Agency portfolio $92.2B; Residential Credit $10.3B (up 30% QoQ); MSR $4.2B (up 9%).","Raised $509M via ATM program; GAAP leverage 7.3x; economic leverage 5.7x.","CEO cites tenth consecutive quarter of positive economic return; portfolio diversification."],"urls":{"canonical":"https://secwatch.observer/filing/0001043219-26-000021","json":"https://secwatch.observer/filing/0001043219-26-000021.json","markdown":"https://secwatch.observer/filing/0001043219-26-000021.md","text":"https://secwatch.observer/filing/0001043219-26-000021.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000021/0001043219-26-000021-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000021/nly-20260421.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-15T05:02:49.646888+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[{"claim_id":"73b25239bc66095b016e6465b65a2a9ca87958da","claim":"ANNALY CAPITAL MANAGEMENT INC reported the quarter ended March 31, 2026 results: net income $0.33 per average common share, EPS $0.33 per average common share.","evidence_excerpt":"Management, Inc. (NYSE: NLY) (\"Annaly\" or the \"Company\") today announced its financial results for the quarter ended March 31, 2026. Financial Highlights • GAAP net income of $0.33 per average common share for the quarter • Earnings available for distribution (\"EAD\") of $0.76 per average common share for the quarter • Economic return of 1.5% for the first","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000021/0001043219-26-000021-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended March 31, 2026"},{"label":"Net income","value":"$0.33 per average common share"},{"label":"EPS","value":"$0.33 per average common share"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}