Exhibit 23.2
Consent of Independent Registered Public Accounting Firm
We consent to the reference to our firm under the caption “Experts” in the Registration Statement(Form S-4 No. 333-XXXXX) and related Prospectus/Offer to Exchange of Annaly Capital Management, Inc. for the registration of approximately 43,631,378 shares of its common stock and approximately 2,200,000 shares of its 8.125% Series H Cumulative Redeemable Preferred Stock and to the incorporation by reference therein of our reports dated February 27, 2018, with respect to the consolidated financial statements of MTGE Investment Corp., and the effectiveness of internal control over financial reporting of MTGE Investment Corp., included in its Annual Report (Form10-K) for the year ended December 31, 2017, filed with the Securities and Exchange Commission.
/s/ Ernst & Young LLP
Tysons, Virginia
May 15, 2018