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Annaly Mortgage Management, Inc. Announces 3rd Quarter 2005 Common Stock Dividend

an-div 15 Sep 2005
Annaly Mortgage Management, Inc. Announces 3rd Quarter 2005 Common Stock Dividend
Company Release - 09/15/2005 16:04

NEW YORK--(BUSINESS WIRE)--Sept. 15, 2005--The Board of Directors of Annaly Mortgage Management, Inc. (NYSE: NLY) declared the third quarter 2005 common stock cash dividend of $0.13 per common share. This dividend is payable October 27, 2005 to common shareholders of record on September 28, 2005. The ex-dividend date is September 26, 2005. It continues to be the intention of the Company not to return capital to shareholders.

"As students of our business model are aware, during the tightening phase of an interest rate cycle our cost of financing will rise faster than the yield on our assets," said Michael A.J. Farrell, Chairman, Chief Executive Officer and President of Annaly. "Since June 30, 2004, the Federal Reserve has raised the Federal Funds rate 10 times and 250 basis points. During this period, the 2-year Treasury has risen in yield from 2.68% to 3.87% and the 10-year Treasury has fallen in yield from 4.58% to 4.16%. The annualized cost of funds on our average repurchase balance has reflected this rise in short-term rates. At the same time, our amortization expense has stayed relatively high as range-bound long-term interest rates have perpetuated strong refinancing activity. The resulting pressure on net interest spread caused by these market conditions will continue for as long as the Federal Reserve maintains its current course of monetary policy."

Mr. Farrell continued, "Looking ahead, as the tightening cycle ends, investors should expect to see the benefits of our barbell strategy through a complete interest rate cycle. In this strategy, over time the coupons on our assets--Agency mortgage-backed securities that are primarily adjustable-rate in nature--will reset upwards into the new interest rate environment. In addition, we continue to focus on the long-term advantages of investing in the highest credit quality assets, keeping operating expenses low and protecting capital. Moreover, investment opportunities today are attractive for new capital we receive through amortized principal or raise in the form of new equity."

Dividends may be reinvested through Annaly's Dividend Reinvestment Plan. Plan information may be obtained from the Plan Administrator, ChaseMellon Shareholder Services at 1-800-842-7629, at www.annaly.com, or by contacting the Company.

Annaly manages assets on behalf of institutional and individual investors worldwide through Annaly and through the funds managed by its wholly-owned registered investment advisor, FIDAC. The Company's principal business objective is to generate net income for distribution to investors from the spread between the interest income on its mortgage-backed securities and the cost of borrowing to finance their acquisition and from dividends Annaly receives from FIDAC, which earns investment advisory fee income. The Company, a Maryland corporation that has elected to be taxed as a real estate investment trust ("REIT"), currently has 123,684,931 shares of common stock outstanding.

This news release and our public documents to which we refer contain or incorporate by reference certain forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 and Section 21E of the Securities Exchange Act of 1934. Forward-looking statements which are based on various assumptions (some of which are beyond our control) may be identified by reference to a future period or periods or by the use of forward-looking terminology, such as "may," "will," "believe," "expect," "anticipate," "continue," or similar terms or variations on those terms or the negative of those terms. Actual results could differ materially from those set forth in forward-looking statements due to a variety of factors, including, but not limited to, changes in interest rates, changes in yield curve, changes in prepayment rates, the availability of mortgage-backed securities for purchase, the availability of financing and, if available, the terms of any financing, FIDAC's clients removal of assets FIDAC manages, FIDAC's regulatory requirements, and competition in the investment management business. For a discussion of the risks and uncertainties which could cause actual results to differ from those contained in the forward-looking statements, see "Risk Factors" in our Annual Report on Form 10-K for the fiscal year ended December 31, 2004. We do not undertake, and specifically disclaim any obligation, to publicly release the result of any revisions which may be made to any forward-looking statements to reflect the occurrence of anticipated or unanticipated events or circumstances after the date of such statements.


    CONTACT: Annaly Mortgage Management, Inc.

             Investor Relations
             1-888-8Annaly
             www.annaly.com

    SOURCE: Annaly Mortgage Management, Inc.

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