X0306 4 2016-05-26 0 0001043219 ANNALY CAPITAL MANAGEMENT INC NLY 0001239239 BRADY KEVIN C/O ANNALY CAPITAL MANAGEMENT, INC., 1211 AVENUE OF THE AMERICAS NEW YORK NY 10036 1 0 0 0 Common Stock 44150 D Common Stock 48750 I By the Kevin P. Brady Family Trust Common Stock 42500 I By wife Common Stock 1500 I By daughter Common Stock 9000 I By mother Option to purchase Common Stock 16.46 2009-05-08 2018-05-08 Common Stock 20000 20000 D Option to purchase Common Stock 15.61 2009-09-19 2018-09-19 Common Stock 10000 10000 D Option to purchase Common Stock 13.25 2010-04-22 2019-04-22 Common Stock 12500 12500 D Option to purchase Common Stock 18.67 2011-06-27 2016-06-27 Common Stock 1250 1250 D Option to purchase Common Stock 17.11 2012-06-26 2017-06-26 Common Stock 1250 1250 D Deferred Stock Units 2016-05-26 4 A 0 12617 0 A Common Stock 12617 51349 D The reporting person disclaims beneficial ownership of these securities, and this report shall not be deemed an admission that the reporting person is the beneficial owner of such shares for purposes of Section 16 or for any other purpose. Options previously granted. The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan. Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions. Includes 4,634 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid. Exhibit 24.1 - Power of Attorney, incorporated herein by reference. /s/ R. Nicholas Singh, Attorney-In-Fact 2016-05-27