{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-23-025721","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2023-07-26T23:59:59+00:00","discovered_at":"2026-05-14T18:03:32.997702+00:00","generated_at":"2026-06-13T02:11:24.753990+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.55,"calibrated_materiality_score":0.55,"confidence":"high","headline":"Annaly Q2 GAAP EPS $0.27, EAD $0.72; BVPS $20.73, dividend $0.65","bullets":["GAAP net income per common share $0.27, vs loss of $1.79 in Q1; EAD per share $0.72.","Book value per share $20.73, down from $20.77 previous quarter and $23.59 a year ago.","Economic return 2.9% for Q2; annualized EAD ROE 13.2%.","Quarterly common dividend declared at $0.65 per share (unchanged).","Agency portfolio declined 8% to $71.4B; MSR grew 19% to $2.2B; leverage 6.1x GAAP."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-23-025721","json":"https://secwatch.observer/filing/0001628280-23-025721.json","markdown":"https://secwatch.observer/filing/0001628280-23-025721.md","text":"https://secwatch.observer/filing/0001628280-23-025721.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023025721/0001628280-23-025721-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023025721/nly-20230726.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-13T02:11:24.753990+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":"227b7eb7aed2d357f8777757a84c1d877d4deb28","claim":"ANNALY CAPITAL MANAGEMENT INC reported financial results for the quarter ended June 30, 2023.","evidence_excerpt":"On July 26, 2023, the registrant issued a press release announcing its financial results for the quarter ended June 30, 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023025721/0001628280-23-025721-index.htm","confidence":0.9,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended June 30, 2023"},{"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"}