Annaly Capital Management, Inc. Publishes Fourth ESG Report

Annaly Capital Management, Inc. (NYSE: NLY) (the “Company” or “Annaly”) announced today the publication of its fourth ESG report for the year 2022, titled 25 Years of Purposeful Housing Finance Leadership, which highlights Annaly’s continued focus on developing and executing our ESG strategy.

“In 2022, Annaly celebrated its 25^th anniversary as a public company, representing twenty-five years of leading with purpose. Since our founding, Annaly has recognized that a commitment to ESG principles is an important factor in delivering value and superior returns to our shareholders,” remarked David Finkelstein, Annaly’s Chief Executive Officer and Chief Investment Officer. “We are proud of the progress we continue to make on our ESG initiatives and believe that thoughtful integration of ESG priorities into our overall strategy has been both critical to our success and differentiating relative to our peers.”

Highlights and achievements from the 2022 ESG Report include:

• Continued to provide climate-related disclosures following TCFD guidance, including the measurement of our total GHG emissions and energy consumption as well as offsetting 100% of our Scope 1 and Scope 2 GHG emissions
• Introduced ESG disclosures based on SASB recommendations in the private placement memorandum for all of our residential credit securitizations
• Provided disclosure on pay equity analysis
• Enhanced parental leave policy for primary and secondary caregivers and introduced fertility reimbursement benefits to support family planning
• Supported seven employee-led networks, which collectively led over 20 DEI activities
• Included black-, women- and veteran-owned broker dealers on equity offerings
• Included in the Bloomberg Gender-Equality Index and FTSE4Good Index for the sixth consecutive year and fourth consecutive year, respectively
• Awarded a 2022 Bronze SHARP Award from Freddie Mac for the superior servicing portfolio performance of our mortgage servicer

To learn more about Annaly’s corporate responsibility initiatives and to view the 2022 ESG Report, please visit www.annaly.com/our-responsibility.

About Annaly

Annaly is a leading diversified capital manager with investment strategies across mortgage finance. Annaly’s principal business objective is to generate net income for distribution to its stockholders and to optimize its returns through prudent management of its diversified investment strategies. Annaly is internally managed and has elected to be taxed as a real estate investment trust, or REIT, for federal income tax purposes. Additional information on the company can be found at www.annaly.com.