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UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON , D.C. 20549 FORM 10 - K ANNUAL REPORT PURSUANT TO SECTION 13 OR 15 ( d ) OF THE SECURITIES EXCHANGE ACT OF 1934 FOR THE FISCAL YEAR ENDED : December 31 , 2020 OR □ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15 ( d ) OF THE SECURITIES EXCHANGE ACT OF 1934 FOR THE TRANSITION PERIOD FROM COMMISSION FILE NUMBER : 1-13447 ANNALY ANNALY CAPITAL MANAGEMENT INC ( Exact Name of Registrant as Specified in its Charter ) Maryland ( State or other jurisdiction of incorporation or organization ) 1211 Avenue of the Americas New York , New York ( Address of principal executive offices ) Securities registered pursuant to Section 12 ( b ) of the Act : Title of Each Class ( 212 ) 696-0100 ( Registrant's telephone number , including area code ) Common Stock , par value $ 0.01 per share 6.95 % Series F Fixed - to - Floating Rate Cumulative Redeemable Preferred Stock 6.50 % Series G Fixed - to - Floating Rate Cumulative Redeemable Preferred Stock 6.75 % Series I Fixed - to - Floating Rate Cumulative Redeemable Preferred Stock Trading Symbol ( s ) ΤΟ NLY NLY.F NLY.G NLY.I 22-3479661 ( IRS Employer Identification No. ) 10036 ( Zip Code ) Name of Each Exchange on Which Registered New York Stock Exchange New York Stock Exchange New York Stock Exchange New York Stock Exchange Securities registered pursuant to Section 12 ( g ) of the Act : None Indicate by check mark whether the registrant is a well - known seasoned issuer , as defined in Rule 405 of the Securities Act . Yes No