Investor Presentaiton

Annaly Publishes Third Corporate Responsibility Report Annaly's 2021 Corporate Responsibility Report demonstrates its continued focus on setting and measuring progress on ESG goals and commitment to providing increased disclosure and transparency Corporate Governance Enhanced the Company's executive compensation program, including increasing the relative weighting of equity as a percentage of total compensation Updated Board Committee charters to reflect integrated oversight of ESG practices, initiatives and related risks across the Board and its committees Annaly 2021 Corporate Responsibility Report Taking Stock of Our Impact June 2022 L ANNALY AR Note: To access the full 2021 Corporate Responsibility Report, please visit www.annaly.com/our-responsibility. Human Capital Furthered Annaly's diversity, equity and inclusion ("DEI”) initiatives by expanding to seven employee networks and conducting firmwide DEI educational events Expanded parental leave as well as fertility benefits Responsible Investments Included additional disclosures outlining climate-related risks and opportunities across Annaly's business in the short-, medium- and long-term horizons following the recommendations of the TCFD Committed to further integrating the consideration of ESG factors across its investment strategies Environment ☐ Disclosed additional information regarding Annaly's performance across key environmental indicators for the past three years Purchased Green-e® Certified Renewable Energy Certificates to offset 100% of Annaly's Scope 2 greenhouse gas emissions ANNALY 10

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