SEC Form 4
FORM 4 UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP

Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934
or Section 30(h) of the Investment Company Act of 1940
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Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).
1. Name and Address of Reporting Person*
Kazel Ronald Daniel

(Last) (First) (Middle)
C/O: ANNALY CAPITAL MANAGEMENT, INC.
1211 AVENUE OF THE AMERICAS, SUITE 2902

(Street)
NEW YORK NY 10036

(City) (State) (Zip)
2. Issuer Name and Ticker or Trading Symbol
ANNALY CAPITAL MANAGEMENT INC [ NLY ]
5. Relationship of Reporting Person(s) to Issuer
(Check all applicable)
Director 10% Owner
X Officer (give title below) Other (specify below)
Managing Director
3. Date of Earliest Transaction (Month/Day/Year)
08/07/2007
4. If Amendment, Date of Original Filed (Month/Day/Year)
6. Individual or Joint/Group Filing (Check Applicable Line)
X Form filed by One Reporting Person
Form filed by More than One Reporting Person
Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1. Title of Security (Instr. 3) 2. Transaction Date (Month/Day/Year) 2A. Deemed Execution Date, if any (Month/Day/Year) 3. Transaction Code (Instr. 8) 4. Securities Acquired (A) or Disposed Of (D) (Instr. 3, 4 and 5) 5. Amount of Securities Beneficially Owned Following Reported Transaction(s) (Instr. 3 and 4) 6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4) 7. Nature of Indirect Beneficial Ownership (Instr. 4)
Code V Amount (A) or (D) Price
Common Stock 39,816 D
Common Stock 724 I By Wife
Common Stock 2,833 I By 401(k) Plan
Class A Preferred Stock 1,100 I By 401(k) Plan
Class A Preferred Stock 08/07/2007 P 650 A $24.15 650 I By 401(k) Plan
Class A Preferred Stock 08/07/2007 P 400 A $24.25 400 I By 401(k) Plan
Class A Preferred Stock 08/07/2007 P 200 A $24.2 200 I By 401(k) Plan
Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
(e.g., puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security (Instr. 3) 2. Conversion or Exercise Price of Derivative Security 3. Transaction Date (Month/Day/Year) 3A. Deemed Execution Date, if any (Month/Day/Year) 4. Transaction Code (Instr. 8) 5. Number of Derivative Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5) 6. Date Exercisable and Expiration Date (Month/Day/Year) 7. Title and Amount of Securities Underlying Derivative Security (Instr. 3 and 4) 8. Price of Derivative Security (Instr. 5) 9. Number of derivative Securities Beneficially Owned Following Reported Transaction(s) (Instr. 4) 10. Ownership Form: Direct (D) or Indirect (I) (Instr. 4) 11. Nature of Indirect Beneficial Ownership (Instr. 4)
Code V (A) (D) Date Exercisable Expiration Date Title Amount or Number of Shares
Option to purchase Common Stock(1) $17.97 08/04/2004 08/04/2013 Common Stock 15,000 15,000 D
Option to purchase Common Stock(1) $17.39 04/19/2005 04/19/2014 Common Stock 20,000 20,000 D
Option to purchase Common Stock(1) $17.07 07/07/2006 07/07/2015 Common Stock 30,000 30,000 D
Option to purchase Common Stock(1) $11.72 02/13/2007 02/13/2016 Common Stock 28,687 28,687 D
Option to purchase Common Stock(1) $15.7 05/17/2008 05/17/2017 Common Stock 40,000 40,000 D
Explanation of Responses:
1. Options previously granted.
Ronald D. Kazel 08/08/2007
** Signature of Reporting Person Date
Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
* If the form is filed by more than one reporting person, see Instruction 4 (b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
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