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Annaly's FIDAC Launches Fourth Investment Trust in Canada

29 Sep 2005
Annaly's FIDAC Launches Fourth Investment Trust in Canada
Company Release - 09/29/2005 16:40

NEW YORK--(BUSINESS WIRE)--Sept. 29, 2005--Annaly Mortgage Management, Inc. (NYSE: NLY) is pleased to announce that its wholly-owned subsidiary, FIDAC, is the investment manager for Sentry Select FIDAC U.S. Mortgage Trust (SSF), an investment trust which began trading on the Toronto Stock Exchange on September 29, 2005 (TSX:SSF.UN).

SSF is the fourth investment trust FIDAC manages in Canada. The first three trusts are Mortgage-Backed Securities Trust (TSX: MF.UN and MF.U), launched in April 2003, MBS Adjustable-Rate Income Fund (TSX: MTF.UN), launched in November 2004, and Sentry Select MBS Adjustable-Rate Income Fund II (TSX: MGS.UN) launched in April, 2005. SSF raised C$65 million in the initial public offering. CIBC World Markets Inc. was the lead underwriter for the offering, and RBC Dominion Securities Inc. was the co-lead manager.

The investment strategy of SSF is to provide net income for distribution to unitholders from the spread between the interest income earned from a portfolio of residential mortgage-backed securities and the cost of repurchase agreements used to finance their acquisition. It will utilize leverage typically within a debt-to-equity band of 8:1 to 12:1. For its services, FIDAC will be paid a management fee of 15 basis points based on gross assets under management.

Ron Kazel, Executive Vice President for Annaly, commented on the launch of SSF, "We have now raised almost C$600 million in the Canadian market. Just like investors throughout the world, the Canadian investor is searching for yield with a minimum of credit risk. We are proud of what we have accomplished in Canada over the past two and one-half years, as well as our growing relationship with the Canadian investor."

Sentry Select is an investment manager with gross assets under management in excess of C$8.0 billion.

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. At June 30, 2005, Annaly and FIDAC had gross assets under management of approximately $47.5 billion. Annaly'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. Annaly, a Maryland corporation has elected to be taxed as a real estate investment trust ("REIT").

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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