---
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"
generated_at: "2026-05-31T16:37:55.485098+00:00"
event_type: "earnings"
sentiment: "negative"
materiality_score: 0.75
calibrated_materiality_score: 0.75
confidence: "high"
source: SEC EDGAR
---

# Annaly Q2 GAAP loss $0.09/share, EAD $0.68, book value $19.25, dividend $0.65

## Summary
- 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.

## SEC filing metadata
- 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
- 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/1043219/000162828024032822/0001628280-24-032822-index.htm
- EDGAR primary document: https://www.sec.gov/Archives/edgar/data/1043219/000162828024032822/nly-20240724.htm

## Machine-readable alternates
- HTML: https://secwatch.observer/filing/0001628280-24-032822
- JSON: https://secwatch.observer/filing/0001628280-24-032822.json
- Plain text: https://secwatch.observer/filing/0001628280-24-032822.txt

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