The initial annuity was purchased with pre-tax dollars. After 9 years of monthly payments, I cashed out the remaining value and purchased another annuity with the same pre-tax dollars.
I never took possession of the funds, the check was endorsed directly over to the new annuity company.
If not in a retirement account, and as you took possession of the funds from the first annuity (you stated you received a check), then the cash out of the first annuity is taxable. Wait for the 1099R for how much is taxable.
Now if you did not take possession of the funds, but rolled one annuity into a second annuity, then it was a legal exchange and likely not taxable.