{"schema_version":"secwatch.filing_event.v1","accession":"0001043219-26-000077","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2026-10-20T20:15:56+00:00","discovered_at":"2026-10-20T20:17:00.233733+00:00","generated_at":"2026-10-20T20:17:08.814482+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"Annaly Q3 2026 GAAP loss of $1.36/share; EAD $0.80, book value falls to $17.86 from $20.15","bullets":["GAAP net loss of $(1.36) per average common share versus $1.06 income in Q2 2026; annualized GAAP ROE of -24.35% and economic return of -7.6%.","Earnings available for distribution of $0.80 per share exceeded the $0.75 common dividend; annualized EAD ROE 15.86%, net interest margin 1.54% (1.69% excluding PAA).","Book value per common share fell to $17.86 from $20.15 at June 30 and $19.25 a year earlier; GAAP leverage rose to 8.0x from 7.4x, economic leverage to 5.9x from 5.6x.","Total portfolio $106.5B: Agency $91.8B (55% of dedicated capital), residential credit $10.4B (23%), MSR $4.3B (22%); hedge ratio ended at 100%.","Record $7.4B across 12 residential credit securitizations and record $5.8B whole-loan fundings; raised $757M via ATM; redeemed $442.5M Series I preferred on Oct. 1, 2026."],"urls":{"canonical":"https://secwatch.observer/filing/0001043219-26-000077","json":"https://secwatch.observer/filing/0001043219-26-000077.json","markdown":"https://secwatch.observer/filing/0001043219-26-000077.md","text":"https://secwatch.observer/filing/0001043219-26-000077.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000077/0001043219-26-000077-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000104321926000077/nly-20261020.htm"},"model":{"generated_by":"deepseek-v4.1-flash:cloud@v2","generated_at":"2026-10-20T20:17:08.814482+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"}