UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(D) OF THE SECURITIES EXCHANGE ACT OF 1934 March 17, 2004 Date of Report (Date of Earliest Event Reported) ANTHRACITE CAPITAL, INC. (Exact name of Registrant as Specified in Charter) Maryland 001-13937 13-397-8906 ----------------------------- ----------------- ---------------------- (State or Other Jurisdiction (Commission (IRS Employer of Incorporation) File Number) Identification No.) 40 East 52nd Street 10022 ------------------------------------------- ------------------------------- (Address of Principal Executive Offices) (Zip Code) Registrant's telephone number, including area code: (212) 409-3333 N/A ------------------------------------------------------------------------ (Former Name or Former Address, if Changed Since Last Report) ITEM 5. OTHER EVENTS. On March 17, 2004, Anthracite Capital, Inc. (the "Company") issued a press release announcing the pricing of $372,456,000 of non-recourse debt offered through Anthracite CDO III Ltd. and Anthracite CDO III Corp. A copy of the press release is attached hereto as Exhibit 99.1 and is incorporated herein by reference in its entirety. ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL INFORMATION AND EXHIBITS. (c) Exhibits. 99.1 Press Release issued by Anthracite Capital, Inc., dated March 17, 2004. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. ANTHRACITE CAPITAL, INC. By: /s/ Robert L. Friedberg ------------------------------------ Name: Robert L. Friedberg Title: Vice President and Secretary Dated: March 17, 2004 ANTHRACITE CAPITAL, INC. CURRENT REPORT ON FORM 8-K REPORT DATED MARCH 17, 2004 EXHIBIT INDEX EXHIBIT NO. DESCRIPTION 99.1 Press Release issued by Anthracite Capital, Inc., dated March 17, 2004.