Results of Operations and Financial Condition. On July 21, 2026, the Registrant issued a press release announcing its financial results for the quarter ended June 30, 2026. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subjec…

Results of Operations and Financial Condition. On April 21, 2026, the Registrant issued a press release announcing its financial results for the quarter ended March 31, 2026. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subj…

Results of Operations and Financial Condition. On January 28, 2026, the Registrant issued a press release announcing its financial results for the quarter ended December 31, 2025. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise…

Chief Legal Officer — Anthony C. Green: The filing discloses the planned retirement of a senior executive (CLO) with a structured transition period and compensation package, representing an orderly succession rather than a sudden loss.

Entry into a Material Definitive Agreement. On December 22, 2025, Annaly Capital Management, Inc. (the “Company”) entered into separate Distribution Agency Agreements (collectively, the “Sales Agreements”) with each of Barclays Capital Inc., BNP Paribas Securities Corp., BofA Securities, Inc., BTIG, LLC, Citizens JMP Securities, LLC, Goldman Sachs & Co. LLC, J.P. Morgan Securities LLC, Keefe, Bruyette & Woods, Inc., Morgan Stanley & Co. LLC, Piper Sandler & Co., RBC Capital Markets, LLC, UBS…

Results of Operations and Financial Condition. On October 22, 2025, the Registrant issued a press release announcing its financial results for the quarter ended September 30, 2025. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwis…

Other Events. On July 31, 2025, the Company entered into an underwriting agreement (the “Underwriting Agreement”) with Morgan Stanley & Co. LLC, BofA Securities, Inc., Goldman Sachs & Co. LLC, J.P. Morgan Securities LLC, RBC Capital Markets, LLC, UBS Securities LLC and Wells Fargo Securities, LLC, as representatives of the several underwriters named in Schedule A thereto (the “Underwriters”), relating to (i) the offer and sale of 10,000,000 shares of the Series J Preferred Stock, and (ii) the…

Material Modifications to Rights of Security Holders. On August 6, 2025, Annaly Capital Management, Inc. (the “Company”) filed, with the State Department of Assessments and Taxation of the State of Maryland (the “SDAT”), Articles Supplementary (the “Series J Articles Supplementary”) to the charter of the Company classifying and designating 11,500,000 shares of the Company’s authorized common stock, par value $0.01 per share (“Common Stock”), as its 8.875% Series J Fixed-Rate Cumulative Redeem…

Results of Operations and Financial Condition. On July 23, 2025, the Registrant issued a press release announcing its financial results for the quarter ended June 30, 2025. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subjec…

Results of Operations and Financial Condition. On April 30, 2025, the Registrant issued a press release announcing its financial results for the quarter ended March 31, 2025. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subj…

Results of Operations and Financial Condition. On January 29, 2025, the Registrant issued a press release announcing its financial results for the quarter ended December 31, 2024. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise…

Other Events. On December 31, 2024, the Board of Directors of Annaly Capital Management, Inc. (the “Company”) authorized a new common share repurchase program and a new preferred share repurchase program, each of which shall expire on December 31, 2029. Under the common share repurchase program, the Company may repurchase up to $1.5 billion of its outstanding shares of common stock. Under the preferred share repurchase program, the Company may repurchase up to an aggregate of 63,500,000 share…

Results of Operations and Financial Condition. On October 23, 2024, the Registrant issued a press release announcing its financial results for the quarter ended September 30, 2024. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwis…

Entry into a Material Definitive Agreement. On September 20, 2024, Annaly Capital Management, Inc. (the “Company”) entered into separate Distribution Agency Agreements (collectively, the “Sales Agreements”) with each of Barclays Capital Inc., BNP Paribas Securities Corp., BofA Securities, Inc., Citizens JMP Securities, LLC, Goldman Sachs & Co. LLC, J.P. Morgan Securities LLC, Keefe, Bruyette & Woods, Inc., Morgan Stanley & Co., LLC, RBC Capital Markets, LLC, UBS Securities LLC and Wells Fargo…

Results of Operations and Financial Condition. On July 24, 2024, the Registrant issued a press release announcing its financial results for the quarter ended June 30, 2024. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subjec…

Results of Operations and Financial Condition. On April 24, 2024, the Registrant issued a press release announcing its financial results for the quarter ended March 31, 2024. A copy of the press release is furnished as Exhibit 99.1 to this report. The information provided pursuant to this Item 2.02, including Exhibit 99.1, is being furnished and shall not be deemed "filed" for the purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), or otherwise subj…