ANNALY INVESTMENT STRATEGIES WE ARE A LEADER ACROSS THE RESIDENTIAL MORTGAGE FINANCE MARKET $11.3bn Portfolio Overview(1) Permanent Capital(2) 62% of Dedicated Capital(4) Annaly Agency Group Pass Through Coupon Type(3) <=3.0% 10% 4.5% 14% 4.0% 16% 3.5% 13% 5.0% 18% 5.5% 13% >=6.0% 16% Note: Please refer to Glossary for defined terms and “Annaly Investment Strategies” in Endnotes section for footnoted information. 20% of Dedicated Capital(4) Annaly Residential Credit Group Sector Type(5) OBX Retained 24% Prime 3% Alt A 3% Subprime 4% NPL 7% RPL 14% Prime Jumbo 6% Whole Loans 22% CRT 17% 18% of Dedicated Capital(4) Annaly Mortgage Servicing Rights Group Loan Rate 2.5% to 3.0% 51% >4.0% 3% 3.5% to 4.0% 11% <2.5% 9% 3.0% to 3.5% 26% 13 2023 ANNUAL REPORT
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