---
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"
generated_at: "2026-06-09T09:43:05.233109+00:00"
event_type: "earnings"
sentiment: "negative"
materiality_score: 0.75
calibrated_materiality_score: 0.75
confidence: "high"
source: SEC EDGAR
---

# Annaly Q3 GAAP loss $1.21/sh, book value falls 12% to $18.25

## Summary
- 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.

## SEC filing metadata
- 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
- event_type: earnings
- sentiment: negative
- materiality_score: 0.75
- calibrated_materiality_score: 0.75
- confidence: high
- sec_items: 2.02, 9.01
- 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

## Machine-readable alternates
- HTML: https://secwatch.observer/filing/0001628280-23-035117
- JSON: https://secwatch.observer/filing/0001628280-23-035117.json
- Plain text: https://secwatch.observer/filing/0001628280-23-035117.txt

## Key facts
- Earnings Releases
  ANNALY CAPITAL MANAGEMENT INC reported financial results for the quarter ended September 30, 2023.
  - Period: the quarter ended September 30, 2023
  - Result: reported results
  source text: On October 25, 2023, the registrant issued a press release announcing its financial results for the quarter ended September 30, 2023.
  evidence_url: https://www.sec.gov/Archives/edgar/data/1043219/000162828023035117/0001628280-23-035117-index.htm

This AI-assisted summary is a reading aid. Review the linked SEC EDGAR filing before relying on any specific claim.