NLY 2023 Annual Report

CORPORATE RESPONSIBILITY & GOVERNANCE Annaly’s robust commitment to corporate responsibility and sound governance continues to lead the industry, as evidenced by our achievements and recognitions Milestones & Recognitions Environmental Social Governance Climate Risk Developed an in-house tool that provides the ability to estimate exposure to specific climate-related events in a timely manner and allows continual monitoring as conditions warrant >50% of our Operating Committee, managers, and employees identify as women or racially/ ethnically diverse $330k+ donated to more than 50 charitable organizations, along with over 900 companysponsored volunteer hours 58% of Directors are women and/or racially/ethnically diverse 92% of Directors are independent Political Engagement and Contribution Policy Codified our longstanding prohibition on the use of any corporate funds for political contributions or expenditures 4% Voluntary turnover in 2023, nearly 75% lower than the financial services sector average(1) 25+ Community development projects financed through a JV partnership with Capital Impact Partners 100% of Annaly’s Scope 1 and Scope 2 GHG emissions offset with Renewable Energy Certificates New Independent Directors Added three highlyqualified independent directors to our Board Published 4th ESG Report Published our fourth ESG Report, highlighting our continued focus on developing and executing our ESG strategy MSCI ESG Rating Received an “A” ESG rating from MSCI, highlighting our commitment to management of financially relevant ESG risks and opportunities Note: Please refer to Glossary for defined terms and “Corporate Responsibility & Governance” in Endnotes section for footnoted information. FTSE4Good Index Included in the FTSE4Good Index, an equity index measuring strong corporate ESG practices, for the fifth consecutive year in 2023 20 ANNALY CAPITAL MANAGEMENT, INC.

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