UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 OR 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported) May 9, 2006 (May 9, 2006) Anthracite Capital, Inc. -------------------------------------------------------------------------------- (Exact name of registrant as specified in its charter) Maryland 001-13937 13-397-8906 ------------------------------------------------------------------------------- (State or other jurisdiction of (Commission (IRS Employer incorporation) File Number) Identification No.) 40 East 52nd Street, New York, New York 10022 ------------------------------------------------------------------------------- (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code (212) 810-3333 ----------------------------- N/A -------------------------------------------------------------------------------- (Former name or former address, if changed since last report.) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c)) Item 8.01. Other Events On May 9, 2006, Anthracite Capital, Inc. mailed a letter to stockholders regarding its annual meeting and updated information contained in the definitive proxy materials mailed to stockholders on or about April 17, 2006. The letter to stockholders is attached as Exhibit 99.1 Item 9.01. Financial Statements and Exhibits (c) Exhibits. 99.1 Letter to stockholders, issued by Anthracite Capital, Inc., dated May 9, 2006. SIGNATURE 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/ James J. Lillis -------------------------------------- Name: James J. Lillis Title: Chief Financial Officer Dated: May 9, 2006 ANTHRACITE CAPITAL, INC. CURRENT REPORT ON FORM 8-K Report dated May 9, 2006 (May 9, 2006) EXHIBIT INDEX Exhibit No. Description 99.1 Letter to stockholders, issued by Anthracite Capital, Inc., dated May 9, 2006