Financial Statements Page Report of Independent Registered Public Accounting Firm (PCAOB ID: 42) F-1 Consolidated Financial Statements as of December 31, 2023 and 2022 and for the Years Ended December 31, 2023, 2022 and 2021 Consolidated Statements of Financial Condition F-3 Consolidated Statements of Comprehensive Income (Loss) F-4 Consolidated Statements of Stockholders’ Equity F-5 Consolidated Statements of Cash Flows F-6 Notes To Consolidated Financial Statements Note 1. Description of Business F-7 Note 2. Basis of Presentation F-7 Note 3. Significant Accounting Policies F-8 Note 4. Financial Instruments F-11 Note 5. Securities F-11 Note 6. Loans F-15 Note 7. Mortgage Servicing Rights F-17 Note 8. Variable Interest Entities F-17 Note 9. Sale of Commercial Real Estate Business F-19 Note 10. Sale of Middle Market Lending Portfolio F-19 Note 11. Derivative Instruments F-19 Note 12. Fair Value Measurements F-25 Note 13. Intangible Assets F-28 Note 14. Secured Financing F-28 Note 15. Capital Stock F-30 Note 16. Long-Term Stock Incentive Plan F-31 Note 17. Interest Income and Interest Expense F-32 Note 18. Net Income (Loss) Per Common Share F-33 Note 19. Income Taxes F-33 Note 20. Segments F-34 Note 21. Risk Management F-35 Note 22. Lease Commitments and Contingencies F-36 Note 23. Subsequent Events F-37 ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES 101
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