UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 ------------ FORM 8-K/A CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of Report (Date of earliest event reported): August 16, 2006 --------------- ANNALY CAPITAL MANAGEMENT, INC. ------------------------------- (Exact name of registrant as specified in its charter) Maryland 1-13447 22-3479661 ------------ ----------- ------------ (State or Other Jurisdiction (Commission (IRS Employer of Incorporation) File Number) Identification No.) 1211 Avenue of the Americas Suite 2902 New York, New York 10036 ---------------------------------------- ---------- (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (212) 696-0100 No Change --------- (Former Name or Former Address, if Changed Since Last Report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions: [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c)) EXPLANATORY NOTE The purpose of this Current Report on Form 8-K/A is to amend the Current Report on Form 8-K filed by the Registrant on August 16, 2006, by amending and restating Items 8.01 and 9.01 thereof and the press release attached as Exhibit 99.1 thereto in order to correct the reference to the fiscal quarter for which the Registrant declared dividends. Accordingly, Items 8.01 and 9.01 thereof and the press release attached as exhibit 99.1 thereto are amended and restated in their entirety to read as follows. Item 8.01. Other Events ------------ On August 16, 2006, Annaly Capital Management, Inc. (the "Company") issued a press release announcing the declaration of the Company's dividends on the Company's 7.875% Series A Cumulative Redeemable Preferred Stock for the third quarter of 2006 and the Company's 6% Series B Cumulative Convertible Preferred Stock for the third quarter of 2006. The Company's press release is filed as Exhibit 99.1 hereto and is incorporated herein by reference. Item 9.01. Financial Statements and Exhibits. --------------------------------- (a) Not applicable. (b) Not applicable. (c) Not applicable. (d) Exhibits: 99.1 Press Release, dated August 16, 2006 issued by Annaly Capital Management, Inc. SIGNATURE Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. Annaly Capital Management, Inc. By: /s/ Kathryn Fagan ------------------------------------ Name: Kathryn Fagan Title: Chief Financial Officer Date: August 16, 2006