On January 31, 2013, Annaly Capital Management, Inc. ("Annaly") issued a press release announcing that Annaly has entered into the Agreement and Plan of Merger described in Item 8.01. A copy of the press release is being furnished as Exhibit 99.1 to this Report.

On January 30, 2013, Annaly entered into an Agreement and Plan of Merger with CreXus Investment Corp. and CXS Acquisition Corporation, a wholly-owned subsidiary of Annaly. A copy of the Agreement and Plan of Merger is attached as Exhibit 99.2 to this Report.

(d) Exhibits

Exhibit No. Description of Document

99.1        Press Release dated January 31, 2013 (being furnished, not filed)

99.2        Agreement and Plan of Merger, dated as of January 30, 2013, among
            Annaly Capital Management, Inc., CreXus Investment Corp. and CXS
            Acquisition Corporation