{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-23-013234","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2023-04-26T23:59:59+00:00","discovered_at":"2026-05-14T18:03:37.741057+00:00","generated_at":"2026-06-16T11:27:37.901168+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.7,"calibrated_materiality_score":0.7,"confidence":"high","headline":"Annaly Q1 GAAP net loss $1.79/share; EAD $0.81; book value $20.77, economic return 3%","bullets":["GAAP net loss of ($1.79) per common share; EAD of $0.81 per common share for Q1 2023.","Book value per share $20.77, near flat vs. $20.79 prior quarter; economic return 3.0%.","Quarterly common dividend declared at $0.65 per share, unchanged.","Raised $563M through ATM equity program; total assets $85.5B including $77.6B Agency portfolio.","Residential Credit Group grew to $5.2B; added new $250M MSR credit facility; upsized existing facility $200M."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-23-013234","json":"https://secwatch.observer/filing/0001628280-23-013234.json","markdown":"https://secwatch.observer/filing/0001628280-23-013234.md","text":"https://secwatch.observer/filing/0001628280-23-013234.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023013234/0001628280-23-013234-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023013234/nly-20230426.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-16T11:27:37.901168+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":"7879a9a889743204b59150b65bc628792624550a","claim":"ANNALY CAPITAL MANAGEMENT INC reported the quarter ended March 31, 2023 results: net income ($1.79) per average common share, EPS ($1.79) per average common share.","evidence_excerpt":"On April 26, 2023, the registrant issued a press release announcing its financial results for the quarter ended March 31, 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023013234/0001628280-23-013234-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended March 31, 2023"},{"label":"Net income","value":"($1.79) per average common share"},{"label":"EPS","value":"($1.79) 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"}