ANNALY CAPITAL $NLY Q3’26 EARNINGS HIGHLIGHTS 🔹 Adj. EPS: $0.80 (Est. $0.77) 🟢 🔹 Interest Income: $1.97B (Est. $1.81B) 🟢 🔹 Book Value/Share: $17.86 (Est. $20.30) 🔴 🔹 Economic Return: -7.6% 🔹 Dividend: $0.75/share Other Q3 Metrics: 🔹 GAAP EPS: -$1.36 🔹 Net Interest Income: $543.6M 🔹 Net Interest Margin ex-PAA: 1.69% 🔹 Economic Leverage: 5.9x 🔹 Total Portfolio: $106.5B 🔹 Agency Portfolio: $91.8B 🔹 Hedge Ratio: 100% Key Updates: 🔹 Securitizations: issued twelve totaling a record $7.4B 🔹 Series I Preferred Stock: announced redemption of all outstanding shares totaling $442.5M 🔹 At-the-market sales program: raised $757M of accretive capital Comments: 🔸 “While the third quarter of 2026 was a challenging period for fixed income markets, which we were not immune to, we entered the quarter prepared for the volatility. Our cycle-low leverage and minimal duration exposure provided us with the flexibility to actively manage our portfolio while continuing to make attractive investments across our three strategies,”