<SEC-DOCUMENT>0001157523-16-006407-index.html : 20160803
<SEC-HEADER>0001157523-16-006407.hdr.sgml : 20160803
<ACCEPTANCE-DATETIME>20160803160550
ACCESSION NUMBER:		0001157523-16-006407
CONFORMED SUBMISSION TYPE:	8-K
PUBLIC DOCUMENT COUNT:		55
CONFORMED PERIOD OF REPORT:	20160803
ITEM INFORMATION:		Results of Operations and Financial Condition
ITEM INFORMATION:		Financial Statements and Exhibits
FILED AS OF DATE:		20160803
DATE AS OF CHANGE:		20160803

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ANNALY CAPITAL MANAGEMENT INC
		CENTRAL INDEX KEY:			0001043219
		STANDARD INDUSTRIAL CLASSIFICATION:	REAL ESTATE INVESTMENT TRUSTS [6798]
		IRS NUMBER:				223479661
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		8-K
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-13447
		FILM NUMBER:		161803820

	BUSINESS ADDRESS:	
		STREET 1:		1211 AVENUE OF THE AMERICAS
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10036
		BUSINESS PHONE:		212 696 0100

	MAIL ADDRESS:	
		STREET 1:		1211 AVENUE OF THE AMERICAS
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10036

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ANNALY MORTGAGE MANAGEMENT INC
		DATE OF NAME CHANGE:	19970729
</SEC-HEADER>
<DOCUMENT>
<TYPE>8-K
<SEQUENCE>1
<FILENAME>a51394855.htm
<DESCRIPTION>ANNALY CAPITAL MANAGEMENT, INC. 8-K
<TEXT>
Document 1 - file: a51394855.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.1
<SEQUENCE>2
<FILENAME>a51394855ex99_1.htm
<DESCRIPTION>EXHIBIT 99.1
<TEXT>
Document 2 - file: a51394855ex99_1.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.2
<SEQUENCE>3
<FILENAME>a51394855ex99_2.htm
<DESCRIPTION>EXHIBIT 99.2
<TEXT>
Document 3 - file: a51394855ex99_2.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.3
<SEQUENCE>4
<FILENAME>a51394855ex99_3.htm
<DESCRIPTION>EXHIBIT 99.3
<TEXT>
Document 4 - file: a51394855ex99_3.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>logo.jpg
<DESCRIPTION>LOGO
<TEXT>
Document 5 - file: logo.jpg

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<DOCUMENT>
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<FILENAME>slide1.jpg
<DESCRIPTION>SLIDE 1
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Document 6 - file: slide1.jpg

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<FILENAME>slide2.jpg
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Document 7 - file: slide2.jpg

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<FILENAME>slide3.jpg
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<TEXT>
Document 8 - file: slide3.jpg

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Document 9 - file: slide4.jpg

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Document 10 - file: slide5.jpg

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<TEXT>
Document 11 - file: slide6.jpg

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<TEXT>
Document 12 - file: slide7.jpg

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Document 13 - file: slide8.jpg

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Document 14 - file: slide9.jpg

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<FILENAME>slide10.jpg
<DESCRIPTION>SLIDE 10
<TEXT>
Document 15 - file: slide10.jpg

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<SEQUENCE>16
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<DESCRIPTION>SLIDE 11
<TEXT>
Document 16 - file: slide11.jpg

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<SEQUENCE>17
<FILENAME>slide12.jpg
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<TEXT>
Document 17 - file: slide12.jpg

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Document 18 - file: slide13.jpg

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<TEXT>
Document 19 - file: slide14.jpg

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<SEQUENCE>20
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<DESCRIPTION>SLIDE 15
<TEXT>
Document 20 - file: slide15.jpg

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<SEQUENCE>21
<FILENAME>slide16.jpg
<DESCRIPTION>SLIDE 16
<TEXT>
Document 21 - file: slide16.jpg

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<SEQUENCE>22
<FILENAME>slide17.jpg
<DESCRIPTION>SLIDE 17
<TEXT>
Document 22 - file: slide17.jpg

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<SEQUENCE>23
<FILENAME>slide18.jpg
<DESCRIPTION>SLIDE 18
<TEXT>
Document 23 - file: slide18.jpg

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<SEQUENCE>24
<FILENAME>slide19.jpg
<DESCRIPTION>SLIDE 19
<TEXT>
Document 24 - file: slide19.jpg

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<SEQUENCE>25
<FILENAME>slide20.jpg
<DESCRIPTION>SLIDE 20
<TEXT>
Document 25 - file: slide20.jpg

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<SEQUENCE>26
<FILENAME>slide21.jpg
<DESCRIPTION>SLIDE 21
<TEXT>
Document 26 - file: slide21.jpg

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<SEQUENCE>27
<FILENAME>slide22.jpg
<DESCRIPTION>SLIDE 22
<TEXT>
Document 27 - file: slide22.jpg

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<SEQUENCE>28
<FILENAME>slide23.jpg
<DESCRIPTION>SLIDE 23
<TEXT>
Document 28 - file: slide23.jpg

</DOCUMENT>
<DOCUMENT>
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<SEQUENCE>29
<FILENAME>slide24.jpg
<DESCRIPTION>SLIDE 24
<TEXT>
Document 29 - file: slide24.jpg

</DOCUMENT>
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<SEQUENCE>30
<FILENAME>slide25.jpg
<DESCRIPTION>SLIDE 25
<TEXT>
Document 30 - file: slide25.jpg

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<SEQUENCE>31
<FILENAME>slide26.jpg
<DESCRIPTION>SLIDE 26
<TEXT>
Document 31 - file: slide26.jpg

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<TYPE>GRAPHIC
<SEQUENCE>32
<FILENAME>slide27.jpg
<DESCRIPTION>SLIDE 27
<TEXT>
Document 32 - file: slide27.jpg

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<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>33
<FILENAME>slide28.jpg
<DESCRIPTION>SLIDE 28
<TEXT>
Document 33 - file: slide28.jpg

</DOCUMENT>
<DOCUMENT>
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<SEQUENCE>34
<FILENAME>slide29.jpg
<DESCRIPTION>SLIDE 29
<TEXT>
Document 34 - file: slide29.jpg

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<DOCUMENT>
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<SEQUENCE>35
<FILENAME>slide9931.jpg
<DESCRIPTION>SLIDE 1
<TEXT>
Document 35 - file: slide9931.jpg

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<SEQUENCE>36
<FILENAME>slide9932.jpg
<DESCRIPTION>SLIDE 2
<TEXT>
Document 36 - file: slide9932.jpg

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<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>37
<FILENAME>slide9933.jpg
<DESCRIPTION>SLIDE 3
<TEXT>
Document 37 - file: slide9933.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>38
<FILENAME>slide9934.jpg
<DESCRIPTION>SLIDE 4
<TEXT>
Document 38 - file: slide9934.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>39
<FILENAME>slide9935.jpg
<DESCRIPTION>SLIDE 5
<TEXT>
Document 39 - file: slide9935.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>40
<FILENAME>slide9936.jpg
<DESCRIPTION>SLIDE 6
<TEXT>
Document 40 - file: slide9936.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>41
<FILENAME>slide9937.jpg
<DESCRIPTION>SLIDE 7
<TEXT>
Document 41 - file: slide9937.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>42
<FILENAME>slide9938.jpg
<DESCRIPTION>SLIDE 8
<TEXT>
Document 42 - file: slide9938.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>43
<FILENAME>slide9939.jpg
<DESCRIPTION>SLIDE 9
<TEXT>
Document 43 - file: slide9939.jpg

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<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>44
<FILENAME>slide99310.jpg
<DESCRIPTION>SLIDE 10
<TEXT>
Document 44 - file: slide99310.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>45
<FILENAME>slide99311.jpg
<DESCRIPTION>SLIDE 11
<TEXT>
Document 45 - file: slide99311.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>46
<FILENAME>slide99312.jpg
<DESCRIPTION>SLIDE 12
<TEXT>
Document 46 - file: slide99312.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>47
<FILENAME>slide99313.jpg
<DESCRIPTION>SLIDE 13
<TEXT>
Document 47 - file: slide99313.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>48
<FILENAME>slide99314.jpg
<DESCRIPTION>SLIDE 14
<TEXT>
Document 48 - file: slide99314.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>49
<FILENAME>slide99315.jpg
<DESCRIPTION>SLIDE 15
<TEXT>
Document 49 - file: slide99315.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>50
<FILENAME>slide99316.jpg
<DESCRIPTION>SLIDE 16
<TEXT>
Document 50 - file: slide99316.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>51
<FILENAME>slide99317.jpg
<DESCRIPTION>SLIDE 17
<TEXT>
Document 51 - file: slide99317.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>52
<FILENAME>slide99318.jpg
<DESCRIPTION>SLIDE 18
<TEXT>
Document 52 - file: slide99318.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>53
<FILENAME>slide99319.jpg
<DESCRIPTION>SLIDE 19
<TEXT>
Document 53 - file: slide99319.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>54
<FILENAME>slide99320.jpg
<DESCRIPTION>SLIDE 20
<TEXT>
Document 54 - file: slide99320.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>55
<FILENAME>slide99321.jpg
<DESCRIPTION>SLIDE 21
<TEXT>
Document 55 - file: slide99321.jpg

</DOCUMENT>
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