EXHIBIT 32.1

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


                        CERTIFICATION OF CHIEF EXECUTIVE
                  OFFICER REGARDING PERIODIC REPORT CONTAINING
                              FINANCIAL STATEMENTS


     I, Michael A.J.  Farrell,  the  Chairman of the Board of  Directors,  Chief
Executive  Officer,  and  President  of Annaly  Capital  Management,  Inc.  (the
"Company") in  compliance  with 18 U.S.C.  Section 1350, as adopted  pursuant to
Section  906 of the  Sarbanes-Oxley  Act  of  2002,  hereby  certify  that,  the
Company's Quarterly Report on Form 10-Q for the period ended March 31, 2009 (the
"Report") filed with the Securities and Exchange Commission:

     o    fully complies with the  requirements of Section 13(a) or 15(d) of the
          Securities Exchange Act of 1934, as amended; and

     o    the  information  contained  in the  Report  fairly  presents,  in all
          material respects,  the financial  condition and results of operations
          of the Company.



                                        /s/ Michael A.J. Farrell
                                        ------------------------
                                        Michael A.J. Farrell

                                        Chairman of the Board of Directors,
                                        Chief Executive Officer, and President

                                        May 7, 2009