{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-23-035117","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2023-10-25T23:59:59+00:00","discovered_at":"2026-05-14T18:03:28.005709+00:00","generated_at":"2026-06-09T09:43:05.233109+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Annaly Q3 GAAP loss $1.21/sh, book value falls 12% to $18.25","bullets":["GAAP net loss per common share $1.21; EAD $0.66 vs. $0.72 prior quarter and $1.06 year ago.","Book value per share $18.25, down 12% from $20.73 in Q2 2023.","Economic return of negative 8.8% for Q3 2023.","GAAP leverage rose to 7.1x from 6.1x; hedge ratio increased to 115% from 105%.","Quarterly common dividend declared $0.65 per share, unchanged from prior quarter."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-23-035117","json":"https://secwatch.observer/filing/0001628280-23-035117.json","markdown":"https://secwatch.observer/filing/0001628280-23-035117.md","text":"https://secwatch.observer/filing/0001628280-23-035117.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023035117/0001628280-23-035117-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023035117/nly-20231025.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-09T09:43:05.233109+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":"8363a986119956d761b90e410fc9435ec5e36425","claim":"ANNALY CAPITAL MANAGEMENT INC reported financial results for the quarter ended September 30, 2023.","evidence_excerpt":"On October 25, 2023, the registrant issued a press release announcing its financial results for the quarter ended September 30, 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000162828023035117/0001628280-23-035117-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended September 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"}