{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-25-002999","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2025-01-29T23:59:59+00:00","discovered_at":"2026-05-14T18:03:02.782209+00:00","generated_at":"2026-05-27T06:25:44.153019+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"Annaly Q4 GAAP EPS $0.78, EAD $0.72, book value $19.15, economic return 1.3%","bullets":["GAAP net income $0.78/share; EAD $0.72/share; book value $19.15; quarterly economic return 1.3%.","Full-year 2024 economic return 11.9%; Agency portfolio grew nearly $5B to $80.9B total portfolio.","Residential Credit portfolio up 8% QoQ to $7.0B; record whole loan locks of $5.4B and settlements $4.0B.","MSR portfolio up 17% QoQ to $3.3B; net interest margin (ex PAA) improved 19 bps to 1.71%.","Promoted Mike Fania to Co-Chief Investment Officer."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-25-002999","json":"https://secwatch.observer/filing/0001628280-25-002999.json","markdown":"https://secwatch.observer/filing/0001628280-25-002999.md","text":"https://secwatch.observer/filing/0001628280-25-002999.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828025002999/0001628280-25-002999-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828025002999/nly-20250129.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-27T06:25:44.153019+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"}