<?xml version="1.0" encoding="US-ASCII"?>
<!-- Generated by CompSci Transform (tm) - http://www.compsciresources.com -->
<!-- Created: Thu Apr 04 18:47:16 UTC 2024 -->
<linkbase xmlns="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd" xmlns:xbrldt="http://xbrl.org/2005/xbrldt">
  <roleRef xlink:type="simple" xlink:href="https://xbrl.sec.gov/ecd/2023/ecd-2023.xsd#IndividualsOnly" roleURI="http://xbrl.sec.gov/ecd/role/IndividualsOnly"/>
  <roleRef xlink:type="simple" xlink:href="https://xbrl.sec.gov/ecd/2023/ecd-2023.xsd#PvpAdjustmentsOnly" roleURI="http://xbrl.sec.gov/ecd/role/PvpAdjustmentsOnly"/>
  <roleRef xlink:type="simple" xlink:href="nly-20231231.xsd#nly_r_AdditionalDimensions" roleURI="http://www.annaly.com/role/AdditionalDimensions"/>
  <arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default" arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default"/>
  <arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain" arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain"/>
  <arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension" arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension"/>
  <arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member" arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member"/>
  <arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all" arcroleURI="http://xbrl.org/int/dim/arcrole/all"/>
  <definitionLink xlink:type="extended" xlink:role="http://xbrl.sec.gov/ecd/role/IndividualsOnly">
    <loc xlink:type="locator" xlink:label="ecd_AllIndividualsMember" xlink:href="https://xbrl.sec.gov/ecd/2023/ecd-2023.xsd#ecd_AllIndividualsMember"/>
    <loc xlink:type="locator" xlink:label="nly_MrFinkelsteinMember" xlink:href="nly-20231231.xsd#nly_MrFinkelsteinMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="ecd_AllIndividualsMember" xlink:to="nly_MrFinkelsteinMember" order="2" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_MrVotekMember" xlink:href="nly-20231231.xsd#nly_MrVotekMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="ecd_AllIndividualsMember" xlink:to="nly_MrVotekMember" order="4" xbrldt:closed="true"/>
  </definitionLink>
  <definitionLink xlink:type="extended" xlink:role="http://xbrl.sec.gov/ecd/role/PvpAdjustmentsOnly">
<!-- [WMV5][XcpuxYn59dz7vgYynUDuwG7r97K2jUTysl7vcz0lJt/tC7CvZHOJjSUEJbYlSz0QmT1AzchKAjg5AqVJioVI5CYo1Gb16/dz+7N66U+HBsV1WwgZyXkSZBtL1r3RhGf37xaZp4EYeovE4YhlXhLUw/BmMzkq+jt2pClZb2nT055C1FQw1TR1nJn1I2bJECfKDlT0etMWF7eg5r7PbhmXhb1OCPd0lfxD8BISLTh7qwZiE8uujDjUPTq9l5P7FgjxHEIMJhH6rbSFp4/0mjojHseyDOZ+GJcV] CSR-->
    <loc xlink:type="locator" xlink:label="ecd_AllAdjToCompMember" xlink:href="https://xbrl.sec.gov/ecd/2023/ecd-2023.xsd#ecd_AllAdjToCompMember"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsValueInCompensationTableForTheApplicableYearMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsValueInCompensationTableForTheApplicableYearMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="ecd_AllAdjToCompMember" xlink:to="nly_EquityAwardsValueInCompensationTableForTheApplicableYearMember" order="5" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="ecd_AllAdjToCompMember" xlink:to="nly_EquityAwardsAdjustmentsMember" order="7" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsYearEndFairValueOfAwardsGrantedInCurrentYearMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsYearEndFairValueOfAwardsGrantedInCurrentYearMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsYearEndFairValueOfAwardsGrantedInCurrentYearMember" order="1" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember" order="2" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfVestedAwardsDuringCurrentYearMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfVestedAwardsDuringCurrentYearMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfVestedAwardsDuringCurrentYearMember" order="3" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfPriorYearAwardsVestedDuringCurrentYearMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfPriorYearAwardsVestedDuringCurrentYearMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfPriorYearAwardsVestedDuringCurrentYearMember" order="4" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsAdjustmentsForEquityAwardsFailedToMeetPerformanceConditionsMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsAdjustmentsForEquityAwardsFailedToMeetPerformanceConditionsMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsAdjustmentsForEquityAwardsFailedToMeetPerformanceConditionsMember" order="5" xbrldt:closed="true"/>
    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsDividendsOrOtherEarningsPaidOnEquityAwardsNotOtherwiseReflectedInFairValueMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsDividendsOrOtherEarningsPaidOnEquityAwardsNotOtherwiseReflectedInFairValueMember"/>
    <definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsDividendsOrOtherEarningsPaidOnEquityAwardsNotOtherwiseReflectedInFairValueMember" order="6" xbrldt:closed="true"/>
  </definitionLink>
  <definitionLink xlink:type="extended" xlink:role="http://www.annaly.com/role/AdditionalDimensions"/>
</linkbase>
