{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-24-043434","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2024-10-23T23:59:59+00:00","discovered_at":"2026-05-14T18:03:07.476051+00:00","generated_at":"2026-05-30T10:54:52.114940+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.7,"calibrated_materiality_score":0.7,"confidence":"high","headline":"Annaly Q3 2024 GAAP EPS $0.05, EAD $0.66, book value $19.54, economic return 4.9%","bullets":["GAAP net income $0.05 per share; EAD $0.66 per share; book value $19.54.","Economic return 4.9% for Q3 and 10.5% year-to-date.","Declared $0.65 quarterly common dividend.","Agency portfolio increased $6.4B to $72.5B; raised $1.2B in equity via ATM.","Residential Credit portfolio up 9% to $6.5B; record whole loan purchases $3B in Q3."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-24-043434","json":"https://secwatch.observer/filing/0001628280-24-043434.json","markdown":"https://secwatch.observer/filing/0001628280-24-043434.md","text":"https://secwatch.observer/filing/0001628280-24-043434.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024043434/0001628280-24-043434-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828024043434/nly-20241023.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-30T10:54:52.114940+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"}