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Annaly Capital Management, Inc. and Chimera Investment Corporation Announce Pricing of Chimera Investment Corporation Initial Public Offering

15 Nov 2007
Annaly Capital Management, Inc. and Chimera Investment Corporation Announce Pricing of Chimera Investment Corporation Initial Public Offering
Company Release - 11/15/2007 21:09

NEW YORK--(BUSINESS WIRE)--

Annaly Capital Management, Inc. (NYSE: NLY), today announced that Chimera Investment Corporation has agreed to sell 33,333,334 shares of common stock in its initial public offering at a price of $15.00 per share, for a total offering of $500 million. Chimera Investment Corporation will be externally managed by Fixed Income Discount Advisory Company, a wholly-owned subsidiary of Annaly.

The offering is expected to close on November 21, 2007. Concurrent with this offering, Annaly will acquire 9.8% of Chimera Investment Corporation's outstanding shares of common stock after giving effect to the shares issued in this offering, excluding shares sold pursuant to the underwriters' exercise of their over-allotment option. The shares of Chimera Investment Corporation common stock are scheduled to begin trading on November 16, 2007 on the New York Stock Exchange under the symbol "CIM".

Merrill Lynch & Co., Credit Suisse and Deutsche Bank Securities are acting as joint book-running managers, with JPMorgan, Keefe, Bruyette & Woods and Bear, Stearns & Co. Inc. acting as co-managers. Chimera Investment Corporation has granted the underwriters a 30-day option to purchase up to an additional 5,000,000 shares of Chimera Investment Corporation's common stock to cover over-allotments, if any.

A registration statement relating to the common stock was filed with, and declared effective by, the U.S. Securities and Exchange Commission on November 15, 2007. This press release shall not constitute an offer to sell or the solicitation of an offer to buy, nor shall there be any sale of the common shares in any state or jurisdiction in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of any such state or jurisdiction. The offering is being made solely by means of a prospectus. Copies of the prospectus can be obtained from Merrill Lynch's prospectus department at 4 World Financial Center, New York, NY 10080; Phone 212-449-1000.

About Chimera Investment Corporation

Chimera Investment Corporation is a newly-formed specialty finance company that will invest in residential mortgage loans, residential mortgage-backed securities, real estate-related securities and various other asset classes and intends to elect and qualify to be taxed as a real estate investment trust, or REIT, for federal income tax purposes. Chimera Investment Corporation will be externally managed by Fixed Income Discount Advisory Company, a wholly-owned subsidiary of Annaly.

About Fixed Income Discount Advisory Company

Fixed Income Discount Advisory Company ("FIDAC"), a wholly-owned subsidiary of Annaly, is an investment advisor registered with the Securities and Exchange Commission. FIDAC is a fixed-income investment management company that specializes in managing interest rate and credit-sensitive fixed income strategies.

About Annaly Capital Management, Inc.

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. 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 is a Maryland corporation that has elected to be taxed as a REIT.

Forward-Looking Statements

This news release contains 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 Annaly's and Chimera Investment Corporation's 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, changes in the market value of Annaly's assets, changes in business conditions and the general economy, FIDAC's clients' removal of assets FIDAC manages, FIDAC's regulatory requirements, and competition in the investment management business, changes in government regulations affecting Annaly's and Chimera Investment Corporation's businesses, and their ability to maintain their respective qualifications as a REIT for federal income tax purposes. For a discussion of the risks and uncertainties which could cause Annaly's actual results to differ from those contained in the forward-looking statements, see "Risk Factors" in Annaly's Annual Report on Form 10-K for the fiscal year ended December 31, 2006, in Annaly's Quarterly Report on Form 10-Q for the fiscal quarter ended March 31, 2007, in Annaly's Quarterly Report on Form 10-Q for the fiscal quarter ended June 30, 2007 and in Annaly's Quarterly Report on Form 10-Q for the fiscal quarter ended September 30, 2007. For a discussion of the risks and uncertainties which could cause Chimera Investment Corporation's actual results to differ from those contained in the forward looking statements, see Chimera Investment Corporation's Registration Statement on Form S-11 relating to its initial public offering, including under the headings "Risk Factors," "Special Note Regarding Forward Looking Statements" and "Management's Discussion and Analysis of Financial Condition and Results of Operations." Annaly and Chimera Investment Corporation 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.

Source: Annaly Capital Management, Inc.

Contact: Annaly Capital Management, Inc. Investor Relations, 888-8Annaly www.annaly.com

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