Sec Form 4 Filing - SEGALAS DONNELL @ ANNALY CAPITAL MANAGEMENT INC - 2017-08-07

FORM 4 Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

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, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940

OMB APPROVAL OMB Number: 3235-0287 Expires: November 30, 2011 Estimated average burden hours per response... 0.5

1. Name and Address of Reporting Person SEGALAS DONNELL 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) (Last) (First) (Middle) C/O ANNALY CAPITAL MANAGEMENT, INC., 1211 AVENUE OF THE AMERICAS 3. Date of Earliest Transaction (MM/DD/YY) 08/07/2017 (Street) NEW YORK, NY10036 4. If Amendment, Date Original Filed (MM/DD/YY) 6. Individual or Joint/Group Filing (Check Applicable Line) __ X __ Form filed by One Reporting Person _____ Form filed by More than One Reporting Person (City) (State) (Zip)

Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned 1.Title of Security (Instr. 3) 2. Transaction Date (MM/DD/YY) 2A. Deemed Execution Date, if any (MM/DD/YY) 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 08/07/2017 P 8,000 A $ 12.0883 84,150 D Common Stock 08/08/2017 P 9,000 A $ 12.1872 93,150 D Common Stock 08/08/2017 P 500 A $ 12.1764 93,650 D Common Stock 08/08/2017 P 200 A $ 12.1872 2,100 ( 1 ) I See footnote ( 1 )

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 (MM/DD/YY) 3A. Deemed Execution Date, if any (MM/DD/YY) 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 (MM/DD/YY) 7. Title and Amount of Underlying Securities (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 of Derivative Security: Direct (D) or Indi rect (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 ( 2 ) $ 16.46 ( 2 ) 05/08/2018 Common Stock 20,000 20,000 D Option to purchase Common Stock ( 2 ) $ 15.61 ( 2 ) 09/19/2018 Common Stock 20,000 20,000 D Option to purchase Common Stock ( 2 ) $ 13.25 ( 2 ) 04/22/2019 Common Stock 37,500 37,500 D Deferred Stock Units ( 3 ) ( 3 ) ( 3 ) Common Stock 67,666 67,666 ( 4 ) D

Reporting Owners Reporting Owner Name / Address Relationships Director 10% Owner Officer Other SEGALAS DONNELL C/O ANNALY CAPITAL MANAGEMENT, INC. 1211 AVENUE OF THE AMERICAS NEW YORK, NY10036 X Signatures /s/ Glenn Votek, Attorney-In-Fact 08/09/2017 Signature of Reporting Person Date

Explanation of Responses:

( 1 )Represents shares of Common Stock held by The Katherine Lacy Segalas Devlin Irrevocable Trust (the "Trust") for the benefit of an immediate family member of the reporting person. The reporting person is co-trustee of the Trust. Includes a previous gift of 1,900 shares of Common Stock received by the Trust in 2012. The reporting person disclaims beneficial ownership of shares of Common Stock held by the Trust. ( 2 )Options previously granted. All options are currently vested. ( 3 )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. The reporting person has elected such deferred settlement for all DSUs reported above. ( 4 )Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions, including 9,500 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

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.