{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-25-035741","form_type":"8-K","ticker":"NLY","cik":"0001043219","company_name":"ANNALY CAPITAL MANAGEMENT INC","filed_at":"2025-07-23T23:59:59+00:00","discovered_at":"2026-05-14T18:02:43.185646+00:00","generated_at":"2026-05-18T03:04:23.628663+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Annaly Q2 EAD $0.73/share, book value $18.45, economic return 0.7%","bullets":["GAAP net income $0.03 per share; EAD $0.73 per share, covering $0.70 dividend.","Book value per common share $18.45, down from $19.02 in Q1 2025.","Economic return of 0.7% for Q2; 3.7% for first half of 2025.","Agency portfolio grew to $79.5B; total portfolio of $89.5B.","Residential Credit Group priced record $3.6B of securitizations in Q2."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-25-035741","json":"https://secwatch.observer/filing/0001628280-25-035741.json","markdown":"https://secwatch.observer/filing/0001628280-25-035741.md","text":"https://secwatch.observer/filing/0001628280-25-035741.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1043219/000162828025035741/0001628280-25-035741-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1043219/000162828025035741/nly-20250723.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-18T03:04:23.628663+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"}