SEC FORM 5

SEC Form 5

FORM 5

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

ANNUAL 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).

Form 3 Holdings Reported.

Form 4 Transactions Reported.

1. Name and Address of Reporting Person^*

GREEN JONATHAN D

(Last)

(First)

(Middle)

C/O ANNALY CAPITAL MANAGEMENT, INC.

1211 AVENUE OF THE AMERICAS SUITE 2902

(Street)

NEW YORK

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)

X	Director	10% Owner
	Officer (give title below)	Other (specify below)

3. Statement for Issuer's Fiscal Year Ended (Month/Day/Year)
12/31/2009

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 at end of Issuer's Fiscal Year (Instr. 3 and 4)	6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	7. Nature of Indirect Beneficial Ownership (Instr. 4)
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)	Amount	(A) or (D)	Price		6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	7. Nature of Indirect Beneficial Ownership (Instr. 4)
Common Stock							41,250	D

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)
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)	(A)	(D)	Date Exercisable	Expiration Date	Title	Amount or Number of Shares	8. Price of Derivative Security (Instr. 5)		10. Ownership Form: Direct (D) or Indirect (I) (Instr. 4)	11. Nature of Indirect Beneficial Ownership (Instr. 4)
Option to purchase Common Stock⁽¹⁾	$7.94						11/29/2001	11/29/2010	Common Stock	3,250		3,250	D
Option to purchase Common Stock⁽¹⁾	$17.97						08/08/2004	08/08/2013	Common Stock	15,000		15,000	D
Option to purchase Common Stock⁽¹⁾	$17.39						04/20/2005	04/20/2014	Common Stock	15,000		15,000	D
Option to purchase Common Stock⁽¹⁾	$18.26						06/27/2005	06/27/2010	Common Stock	1,250		1,250	D
Option to purchase Common Stock⁽¹⁾	$17.07						07/07/2006	07/07/2015	Common Stock	15,000		15,000	D
Option to purchase Common Stock⁽¹⁾	$11.72						02/13/2007	02/13/2016	Common Stock	15,000		15,000	D
Option to purchase Common Stock⁽¹⁾	$12.15						06/26/2006	06/26/2011	Common Stock	1,250		1,250	D
Option to purchase Common Stock⁽¹⁾	$14.17						06/26/2007	06/26/2012	Common Stock	1,250		1,250	D
Option to purchase Common Stock⁽¹⁾	$16.46						05/08/2009	05/08/2018	Common Stock	20,000		20,000	D
Option to purchase Common Stock⁽¹⁾	$15.59						06/26/2008	06/26/2013	Common Stock	1,250		1,250	D
Option to purchase Common Stock⁽¹⁾	$15.61						09/19/2009	09/19/2018	Common Stock	20,000		20,000	D
Option to purchase Common Stock⁽¹⁾	$13.25						04/22/2010	04/22/2019	Common Stock	50,000		50,000	D
Option to purchase Common Stock⁽¹⁾	$15.09						06/26/2009	06/26/2014	Common Stock	1,250		1,250	D

Explanation of Responses:

1. Options previously granted.

Remarks:

	/s/ Jonathan Green	02/05/2010
	** 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).
Note: File three copies of this Form, one of which must be manually signed. If space is insufficient, see Instruction 6 for procedure.
Persons who respond to the collection of information contained in this form are not required to respond unless the form displays a currently valid OMB Number.