Annuity & Life Re Fourth Quarter 2004 Earnings Report HAMILTON, Bermuda, March 14 /PRNewswire-FirstCall/ -- Annuity and Life Re (Holdings), Ltd. (OTC:ANNRF.OB) (BULLETIN BOARD: ANNRF.OB) today reported financial results for the three months and year ended December 31, 2004. The Company reported a net loss of $(59,634,766) or $(2.30) per fully diluted share for the three months ended December 31, 2004, as compared to a net loss of $(7,177,423) or $(0.28) per fully diluted share for the three months ended December 31, 2003. The Company reported a net loss of $(68,326,455) or $(2.64) per fully diluted share for the year ended December 31, 2004, as compared to a net loss of $(132,155,584) or $(5.11) per fully diluted share for the year ended December 31, 2003. The fourth quarter 2004 loss included a $60,627,007 charge related to the termination of the Company's annuity reinsurance agreement with Transamerica and the related novation of its two largest life reinsurance agreements to Transamerica. Net realized investment losses for the three months ended December 31, 2004, were $(16,636), as compared with net realized investment losses of $(101,432) for the three months ended December 31, 2003. Net realized investment gains for the year ended December 31, 2004, were $439,536, as compared with net realized investment gains of $6,406,587 for the year ended December 31, 2003. Gross unrealized gains on the Company's investments were $1,266,517 as of December 31, 2004, as compared to gross unrealized gains of $2,218,246 at December 31, 2003. The Company's investment portfolio currently maintains an average credit quality of AA. Cash used by operations for the year ended December 31, 2004, was $57,925,171 as compared to cash used by operations of $112,176,985 for the year ended December 31, 2003. The cash used by operations in the year ended December 31, 2004, includes payments made in connection with the settlement of the Met Life recapture, payments made to Transamerica under the annuity reinsurance agreement and payments related to the recapture of the Company's GMDB/GMIB reinsurance agreement with CIGNA. Jay Burke, the Company's Chief Executive Officer, commented: "We are very pleased that the Company and Transamerica were able to work together in a mutually beneficial way to terminate the annuity reinsurance agreement between the companies. The agreement had been a long-standing source of losses for us. The termination of this agreement marks the resolution of a significant contingency that has impeded our ability to pursue strategic alternatives. We do, however, remain in discussions with Transamerica regarding its claim that we owe them an additional $2.0 million related to one of the life reinsurance agreements that was novated to Transamerica as of December 31, 2004." Annuity and Life Re (Holdings), Ltd. provides annuity and life reinsurance to insurers through its wholly owned subsidiaries, Annuity and Life Reassurance, Ltd. and Annuity and Life Reassurance America, Inc. The Private Securities Litigation Reform Act of 1995 provides a safe harbor for forward-looking statements made by the Company or on its behalf. All statements which address operating performance, events, or developments that the Company expects or anticipates may occur in the future are forward- looking statements. These statements are made on the basis of management's views and assumptions; as a result, there can be no assurance that management's expectations will necessarily come to pass. The Company cautions that actual results could differ materially from those expressed or implied in forward-looking statements. Important factors that could materially and adversely affect the Company's operations and financial condition and/or cause the Company's actual results of operations or financial condition to differ from those expressed or implied in the Company's forward-looking statements include, but are not necessarily limited to, the Company's ability to meet the obligations associated with the Company's current business and to fund the Company's continuing operations; the Company's ability to pursue strategic alternatives on favorable terms; the loss of a key executive; the Company's ability to obtain adequate financial ratings; the ability of the Company's cedents to manage successfully assets they hold on the Company's behalf; the Company's success in managing its investments; the Company's ability to list its common shares on a national exchange or automated quotation system; changes in mortality, morbidity and claims experience; the Company's ability to make accurate estimates and assumptions regarding future mortality, persistency, lapses, expenses and investment performance based upon historical results and information provided to it by its cedents; the Company's ability to underwrite business; unanticipated withdrawal or surrender activity; changes in market conditions, including changes in interest rate levels; the competitive environment; the impact of recent and possible future terrorist attacks and the U.S. government's response thereto; the Company's ability to attract and retain clients; regulatory changes (such as changes in U.S. tax law and insurance regulation that directly affect the competitive environment for the Company's products); and a prolonged economic downturn. Investors are also directed to consider the risks and uncertainties discussed in documents the Company has filed with the Securities and Exchange Commission, and in particular, the Company's Annual Report on Form 10-K for the year ended December 31, 2003, as amended. The Company does not undertake to update any forward-looking statement that may be made from time to time by or on the Company's behalf. This press release and the attached financial statements are available in the "Press Releases" section of the Company's website at http://www.alre.bm/releases_2005.html. Certain financial information that has been made available to financial analysts is available in the "Financial Reports" section of the Company's website at http://www.alre.bm/reports.html . ANNUITY AND LIFE RE (HOLDINGS), LTD. CONSOLIDATED BALANCE SHEETS (U.S. dollars) December 31, December 31, 2004 2003 Assets Cash and cash equivalents $56,394,484 $80,068,310 Fixed income investments at fair value (amortized cost of $80,767,893 and $115,594,199 at December 31, 2004 and December 31, 2003) 82,034,410 117,812,445 Funds withheld at interest 56,415,386 667,824,819 Accrued investment income 1,155,762 1,491,170 Receivable for reinsurance ceded 82,433,270 88,480,172 Other reinsurance receivables 4,306,931 4,580,745 Deferred policy acquisition costs 6,084,488 68,942,628 Other assets 580,625 682,050 Total Assets $289,405,356 $1,029,882,339 Liabilities Reserves for future policy benefits $109,860,843 $161,105,541 Interest sensitive contracts liability 57,754,009 670,717,546 Other reinsurance liabilities 49,186,297 55,826,940 Accounts payable and accrued expenses 6,186,995 7,059,733 Total Liabilities 222,988,144 894,709,760 Stockholders' Equity Preferred shares (par value $1.00; 50,000,000 shares authorized; no shares outstanding) -- -- Common shares (par value $1.00; 100,000,000 shares authorized; 26,338,528 and 26,454,195 shares outstanding at December 31, 2004 and December 31, 2003) 26,338,528 26,454,195 Additional paid-in capital 333,810,766 334,418,029 Stock warrants 1,350,000 1,250,000 Unamortized stock-based compensation (490,415) (1,509,022) Accumulated other comprehensive income 1,016,260 1,840,849 Accumulated deficit (295,607,927) (227,281,472) Total Stockholders' Equity 66,417,212 135,172,579 Total Liabilities and Stockholders' Equity $289,405,356 $1,029,882,339 CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited and in U.S. dollars) For the Three Months Ended For the Year Ended December 31, December 31, 2004 2003 2004 2003 Revenues Net premiums $13,731,847 $18,385,942 $48,297,706 $166,972,840 Investment income, net of related expenses 3,822,551 (1,101,429) 21,697,563 29,042,223 Net realized investment (losses) gains (16,636) (101,432) 439,536 6,406,587 Net change in fair value of embedded derivatives 488,957 1,846,939 2,181,070 16,692,688 Surrender fees and other revenues 865,786 1,235,993 4,475,691 7,297,015 Total Revenues 18,892,505 20,266,013 $77,091,566 226,411,353 Benefits and Expenses Claims and policy benefits (10,581,972) 19,413,255 14,101,129 198,002,905 Interest credited to interest sensitive products (5,466,086) (2,750,729) 5,399,460 13,980,723 Policy acquisition costs and other insurance expenses 92,393,679 8,620,567 110,922,948 128,549,288 Operating expenses 2,181,650 2,160,343 14,628,524 18,034,021 Total Benefits and Expenses 78,527,271 27,443,436 $145,052,061 358,566,937 Loss before cumulative effect of a change in accounting principle $(59,634,766) $(7,177,423) $(67,960,495) (132,155,584) Cumulative effect of a change in accounting principle -- -- (365,960) -- Net Loss $(59,634,766) $(7,177,423) $(68,326,455) $(132,155,584) Loss per common share before cumulative effect of a change in accounting principle Basic $(2.30) $(0.28) $(2.63) $(5.11) Diluted $(2.30) $(0.28) $(2.63) $(5.11) Cumulative effect of a change in accounting principle per common share Basic $-- $-- $(0.01) $-- Diluted $-- $-- $(0.01) $-- Net loss per common share Basic $(2.30) $(0.28) $(2.64) $(5.11) Diluted $(2.30) $(0.28) $(2.64) $(5.11) CONSOLIDATED STATEMENTS OF SEGMENT (LOSS) INCOME (Unaudited and in U.S. dollars) Life Annuity Reinsurance Reinsurance Corporate Consolidated Three Months Ended December 31, 2004 Revenues $14,402,116 $3,898,277 $592,112 $18,892,505 Benefits and Expenses 18,032,616 58,921,790 1,572,865 78,527,271 Segment Loss $(3,630,500) $(55,023,513) $(980,753) $(59,634,766) Total Assets $163,747,140 $59,554,009 $66,104,207 $289,405,356 Fully Diluted Earnings per Share $(0.14) $(2.12) $(0.04) $(2.30) Three Months Ended December 31, 2003 Revenues $18,642,054 $1,145,289 $478,670 $20,266,013 Benefits and Expenses 25,172,601 1,140,293 1,130,542 27,443,436 Segment (Loss) Income $(6,530,547) $4,996 $(651,872) $(7,177,423) Total Assets $250,732,481 $695,317,546 $83,832,312 $1,029,882,339 Fully Diluted Earnings per Share $(0.25) $0.00 $(0.03) $(0.28) Year Ended December 31, 2004 Revenues $50,153,025 $23,847,196 $3,091,345 $77,091,566 Benefits and Expenses 50,271,120 83,505,926 11,275,015 145,052,061 Segment Loss before cumulative effect of a change in accounting principle $(118,095) $(59,658,730) $(8,183,670) $(67,960,495) Cumulative effect of a change in accouting principle -- (365,960) -- (365,960) Segment Loss $(118,095) $(60,024,690) $(8,183,670) $(68,326,455) Total Assets $163,747,140 $59,554,009 $66,104,207 $289,405,356 Fully Diluted Earnings per Share $(0.00) $(2.32) $(0.32) $(2.64) Book Value per share -- -- -- $2.52 Year Ended December 31, 2003 Revenues $166,333,033 $52,122,419 $7,955,901 $226,411,353 Benefits and Expenses 256,769,309 96,493,357 5,304,271 358,566,937 Segment (Loss) Income $(90,436,276) $(44,370,938) $2,651,630 $(132,155,584) Total Assets $250,732,481 $695,317,546 $83,832,312 $1,029,882,339 Fully Diluted Earnings per Share $(3.49) $(1.72) $0.10 $(5.11) Book Value per share -- -- -- $5.11 DATASOURCE: Annuity and Life Re (Holdings), Ltd. CONTACT: John Lockwood, Annuity & Life Re (Holdings), Ltd., +1-441-296- 7667

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