{"schema_version":"secwatch.filing_event.v1","accession":"0001043219-26-000052","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2026-07-21T20:15:50+00:00","discovered_at":"2026-07-21T20:17:04.305623+00:00","generated_at":"2026-07-21T20:17:29.388320+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Annaly Q2 2026: GAAP net income $1.06/sh, EAD $0.79/sh, dividend increased to $0.75","bullets":["GAAP net income $1.06 per average common share; EAD $0.79 per share; economic return 5.5% for Q2.","Book value per common share $20.15, up from $19.82 in prior quarter.","Increased quarterly common stock dividend to $0.75 per share; EAD has exceeded dividend for nine consecutive quarters.","Raised $447M of accretive capital through ATM program; total portfolio $109.4B.","Residential Credit issued record 13 securitizations totaling $6.8B; Agency portfolio increased by nearly $3B."],"urls":{"canonical":"https://secwatch.observer/filing/0001043219-26-000052","json":"https://secwatch.observer/filing/0001043219-26-000052.json","markdown":"https://secwatch.observer/filing/0001043219-26-000052.md","text":"https://secwatch.observer/filing/0001043219-26-000052.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000052/0001043219-26-000052-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000052/nly-20260721.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-07-21T20:17:29.388320+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":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}