ANNALY CAPITAL MANAGEMENT INC 10-Q

ITEM 5. OTHER INFORMATION During the quarter ended June 30, 2023, no director or officer of the Company adopted or terminated any Rule 10b5-1 trading arrangement or non-Rule 10b5-1 trading arrangement, each as defined in Item 408 of Regulation S-K. ITEM 6. EXHIBITS Exhibits: The exhibits required by this item are set forth on the Exhibit Index attached hereto. 79 ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES Exhibit Number Exhibit Description 3.1 Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.1 to the Registrant’s Current Report on Form 8-K filed May 19, 2023) 31.1 Certification of David L. Finkelstein, Chief Executive Officer and Chief Investment Officer (Principal Executive Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. † 31.2 Certification of Serena Wolfe, Chief Financial Officer (Principal Financial Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. † 32.1 Certification of David L. Finkelstein, Chief Executive Officer and Chief Investment Officer (Principal Executive Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. † 32.2 Certification of Serena Wolfe, Chief Financial Officer (Principal Financial Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. † 101.INS XBRL The instance document does not appear in the interactive data file because its Extensible Business Reporting Language (XBRL) tags are embedded within the Inline XBRL document. The following documents are formatted in Inline XBRL: (i) Consolidated Statements of Financial Condition at June 30, 2023 (Unaudited) and December 31, 2022 (Derived from the audited Consolidated Statement of Financial Condition at December 31, 2022); (ii) Consolidated Statements of Comprehensive Income (Loss) (Unaudited) for the three and six months ended June 30, 2023 and 2022; (iii) Consolidated Statements of Stockholders’ Equity (Unaudited) for the three and six months ended June 30, 2023 and 2022; (iv) Consolidated Statements of Cash Flows (Unaudited) for the six months ended June 30, 2023 and 2022; and (v) Notes to Consolidated Financial Statements (Unaudited). 101.SCH XBRL Taxonomy Extension Schema Document † 101.CAL XBRL Taxonomy Extension Calculation Linkbase Document † 101.DEF XBRL Additional Taxonomy Extension Definition Linkbase Document Created † 101.LAB XBRL Taxonomy Extension Label Linkbase Document † 101.PRE XBRL Taxonomy Extension Presentation Linkbase Document † 104 The cover page for the Registrant’s Quarterly Report on Form 10-Q for the quarter ended June 30, 2023 (formatted in Inline XBRL and contained in Exhibit 101). † Submitted electronically herewith. 80 ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES SIGNATURES Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. ANNALY CAPITAL MANAGEMENT, INC. Dated: August 3, 2023 By: /s/ David L. Finkelstein David L. Finkelstein Chief Executive Officer, Chief Investment Officer and Director (Principal Executive Officer) Dated: August 3, 2023 By: /s/ Serena Wolfe Serena Wolfe Chief Financial Officer (Principal Financial Officer and Principal Accounting Officer) II-1