{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-24-017650","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2024-04-24T23:59:59+00:00","discovered_at":"2026-05-14T18:03:17.009015+00:00","generated_at":"2026-06-03T09:13:17.146223+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Annaly Q1 GAAP EPS $0.85, EAD $0.64; book value up to $19.73","bullets":["GAAP net income $0.85/sh vs prior Q loss $0.88; annualized GAAP return on equity 16.29%.","Earnings available for distribution $0.64/sh, down from $0.68 in Q4 2023; quarterly dividend $0.65/sh.","Book value per share $19.73, up 1.5% from $19.44; economic return 4.8% for Q1.","Agency portfolio $64.7B; Residential Credit up 4% to $6.2B; MSR portfolio $2.7B; record securitization volume.","GAAP leverage 6.7x (down from 6.8x); economic leverage 5.6x (down from 5.7x); hedge ratio decreased to 97%."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-24-017650","json":"https://secwatch.observer/filing/0001628280-24-017650.json","markdown":"https://secwatch.observer/filing/0001628280-24-017650.md","text":"https://secwatch.observer/filing/0001628280-24-017650.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024017650/0001628280-24-017650-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024017650/nly-20240424.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-03T09:13:17.146223+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":"ddd63d626bdd01d4d26eef797b8e8ee610e56e2d","claim":"ANNALY CAPITAL MANAGEMENT INC reported the quarter ended March 31, 2024 results: EPS $0.85 per average common share.","evidence_excerpt":"Registrant issued a press release announcing its financial results for the quarter ended March 31, 2024","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024017650/0001628280-24-017650-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended March 31, 2024"},{"label":"EPS","value":"$0.85 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"}