{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-24-003712","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2024-02-07T23:59:59+00:00","discovered_at":"2026-05-14T18:03:23.205285+00:00","generated_at":"2026-06-06T06:22:32.976453+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Annaly posts Q4 GAAP loss of $0.88/share; EAD of $0.68; economic return 10.1%","bullets":["GAAP net loss per share ($0.88) for Q4; full-year loss ($3.61); EAD of $0.68 per share for Q4.","Book value per share $19.44, up from $18.25 in Q3; economic return of 10.1% for Q4.","GAAP leverage 6.8x, down from 7.1x; economic leverage 5.7x, down from 6.4x.","Common dividend declared at $0.65 per share, unchanged; total portfolio $74.3B including $65.7B Agency.","Residential Credit portfolio grew 9% to $5.7B; MSR portfolio grew 18% to $2.7B."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-24-003712","json":"https://secwatch.observer/filing/0001628280-24-003712.json","markdown":"https://secwatch.observer/filing/0001628280-24-003712.md","text":"https://secwatch.observer/filing/0001628280-24-003712.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024003712/0001628280-24-003712-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024003712/nly-20240207.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-06T06:22:32.976453+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":"c07740a55ab33c89a53a44988de8147ce93ba285","claim":"ANNALY CAPITAL MANAGEMENT INC reported the quarter ended December 31, 2023 results: net income ($0.88) per average common share for the quarter; ($3.61) per average common share for the full year 2023.","evidence_excerpt":"the Registrant issued a press release announcing its financial results for the quarter ended December 31, 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024003712/0001628280-24-003712-index.htm","confidence":0.9,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended December 31, 2023"},{"label":"Net income","value":"($0.88) per average common share for the quarter; ($3.61) per average common share for the full year 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"}