{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-24-032822","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2024-07-24T23:59:59+00:00","discovered_at":"2026-05-14T18:03:11.997972+00:00","generated_at":"2026-05-31T16:37:55.485098+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 Q2 GAAP loss $0.09/share, EAD $0.68, book value $19.25, dividend $0.65","bullets":["GAAP net loss of ($0.09) per share for Q2 2024; annualized GAAP ROE -0.31%.","Earnings available for distribution (EAD) of $0.68 per share; annualized EAD ROE 13.36%.","Book value per share $19.25 (down from $19.73 QoQ); economic return 0.9% for Q2.","Quarterly common stock dividend declared at $0.65 per share.","Total portfolio $74.8B; GAAP leverage 7.1x; MSR portfolio $2.8B market value, up 5% QoQ."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-24-032822","json":"https://secwatch.observer/filing/0001628280-24-032822.json","markdown":"https://secwatch.observer/filing/0001628280-24-032822.md","text":"https://secwatch.observer/filing/0001628280-24-032822.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024032822/0001628280-24-032822-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024032822/nly-20240724.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-31T16:37:55.485098+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":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}