Armour Residential Reit, Inc. · NYSE:ARR

Armour Residential Reit — Investor Presentation (December 2013)

7 slides from Armour Residential Reit's investor presentation, Dec 4, 2013

  1. Slide 1: ARMOUR Residential REIT, Inc. Ladenburg Thalmann Client Presentation

    ARMOUR RESIDENTIAL REIT ARMOUR RESIDENTIAL REIT, Inc. Ladenburg Thalmann Client Presentation December 5, 2013 THE INFORMATION PRESENTED HEREIN IS UNAUDITED AND UNREVIEWED AND IS OF 12/3/2013 AND INCLUDES MANAGEMENT'S ASSUMPTION OF THE ESTIMATED IMPACT OF ALL FORWARD SETTLING TRADES THROUGH 12/17/201

  2. Slide 2: PLEASE READ: Important Regulatory and Yield Estimate Risk Disclosures

    PLEASE READ: Important Regulatory and Yield Estimate Risk Disclosures Certain statements made in this presentation regarding ARMOUR Residential REIT, Inc. (“ARMOUR” or the “Company”, and any other statements regarding ARMOUR’s future expectations, beliefs, goals or prospects constitute forward-looki

  3. Slide 3: Capitalization, Dividend Policy, Transparency and Manager

    ARMOUR Capitalizati Market . Capitalization . Common Stock Dividend Policy é and Taxable REIT Income Transparency and Governance ARMOUR REIT . Manager and Fee Structure lend Policy, Transparency and Manager 370,912,306 shares of common stock outstanding (NYSE: “ARR”. 2,180,572 shares of Series A Pre

  4. Slide 4: Balance Sheet Targets

    ARMOUR Balance Sheet Targets Hedging Liquidity ARMOUR invests in Agency mortgage securities. Net balance sheet weighted average duration target of 1.5 or less. * 5.86 gross asset duration. + -4.10 hedge duration. * 0.66 net balance sheet duration. Hedge a minimum of 40% of assets and funding rate ri

  5. Slide 5: Portfolio Constant Prepayment Rates ("CPR")

    ARMOUR Portfolio Constant Prepayment Rates (“CPR” Monthly Portfolio November 2013 Constant Prepayment Rate ‘Agency Asset Class CPR Prior Quarters Current Months ES SSO SL SSL ELE ES So OSCE LOLS os CPCS O ES PEALE ARMOUR expenses premium amortization monthly asit occurs. Constant Prepayment Rate (“C

  6. Slide 6: Portfolio and Derivatives Duration Detail

    ARMOUR Portfolio and Derivatives Duration Detail currentValue elated == Weighted Welghted Estimated Effective Agency Asset Class (mil Rem ect ie Duration Using os) Purchase Price Sument Market eerese Current Values Price Coupon ‘ARMs & Hybrids $ 569 «107% 106.1% 394/420 155 Fixed Rates Maturing in 1

  7. Slide 7: ARMOUR Residential REIT, Inc. contact details

    ARMOUR RESIDENTIAL REIT www.armourreit.com ARMOUR Residential REIT, Inc. 3001 Ocean Drive Vero Beach, FL 32963 772-617-4340

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