Exhibit 32.1

                         ANNALY CAPITAL MANAGEMENT, INC.
                           1211 AVENUE OF THE AMERICAS
                                   SUITE 2902
                            NEW YORK, NEW YORK 10036


                                  CERTIFICATION


                         PURSUANT TO SECTION 906 OF THE

               SARBANES-OXLEY ACT OF 2002, 10 U.S.C. SECTION 1350

In connection with the annual report on Form 10-K of Annaly Capital Management,
Inc. (the "Company") for the period ended December 31, 2008 to be filed with
Securities and Exchange Commission on or about the date hereof (the "Report"),
I, Michael A.J. Farrell, Chairman of the Board, President, and Chief Executive
Officer of the Company, certify, pursuant to Section 906 of the Sarbanes-Oxley
Act of 2002, 18 U.S.C. Section 1350, that:


     1.   The Report fully  complies with the  requirements  of Section 13(a) or
          15(d) of the Securities Exchange Act of 1934; and

     2.   The  information  contained  in the  Report  fairly  presents,  in all
          material respects,  the financial  condition and results of operations
          of the  Company at the dates of, and for the  periods  covered by, the
          Report.

It is not intended that this statement be deemed to be filed for purposes of the
Securities Exchange Act of 1934.

                               /s/ Michael A.J. Farrell
                               Michael A.J. Farrell
                               Chairman of the Board of Directors, Chief
                               Executive Officer and President
February 25, 2009