NLY 2023 Annual Report

101.LAB XBRL Taxonomy Extension Label Linkbase Document † 101.PRE XBRL Taxonomy Extension Presentation Linkbase Document † 104 The cover page for the Registrant’s Annual Report on Form 10-K for the year ended December 31, 2023 (formatted in Inline XBRL and contained in Exhibit 101). * Exhibit Numbers 10.2, 10.3, 10.5, 10.6, 10.7, 10.8, 10.9, 10.10, 10.11 are management contracts or compensatory plans required to be filed as Exhibits to this Form 10-K. † Submitted electronically herewith. ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES 99

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