Armour Residential REIT, Inc.

Current report (Form 8-K) · Jun 12, 2026 · Material agreement · Investor press release · Financial statements

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Material agreement

Filed

Jun 12, 2026

Filing summary Workforce analysis SEC documents(12)Filing text Exhibits(1)

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EX-99.1

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june2026companyupdate.htm

Document text
EX-99.1 · june2026companyupdate.htm EX-99.1 2 june2026companyupdate.htm EX-99.1 Portfolio and Key Data as of 05/31/26 , except CPR which is as of 06/04/26 or as stated otherwise. ARMOUR Residential REIT, Inc. Monthly Update June 2026 ARMOUR Residential REIT, Inc. (“ARMOUR”; NYSE: ARR) brings private capital into the mortgage markets to support home ownership for a broad and diverse spectrum of homeowners. We seek to create shareholder value through thoughtful investment and risk management of a leveraged and diversified portfolio of mortgage-backed securities issued or guaranteed by U.S Government-sponsored entities. We rely on the decades of experience of our management team for (i) MBS securities portfolio analysis and selection, (ii) access to equity capital and repurchase financing at potentially attractive rates and terms, and (iii) hedging and liquidity strategies to moderate interest rate and MBS price risk. We prioritize maintaining common share dividends appropriate for the intermediate term rather than focusing on short-term market fluctuations. ARMOUR is externally managed by ARMOUR Capital Management LP, an SEC registered investment advisor, which is under common control with BUCKLER Securities LLC, an SEC registered broker-dealer and a member of FICC and FINRA. BUCKLER Securities, LLC, is the largest provider of repurchase financing to ARMOUR. ARMOUR owns a 10.8% equity interest in BUCKLER Securities LLC. ARMOUR Portfolio Composition % of Portfolio Market Value (in $ millions) Effective Duration Agency CMBS 5.9 % 1,302 5.87 30 Year Fixed Rate Pools 87.9 % 19,516 4.23 Conventionals 85.5 % 18,969 4.23 30y 2.0s 1.1 % 253 7.51 30y 2.5s 1.0 % 228 7.76 30y 3.0s 3.0 % 669 7.33 30y 3.5s 4.8 % 1,069 6.58 30y 4.0s 4.3 % 964 5.87 30y 4.5s 8.6 % 1,916 5.66 30y 5.0s 18.6 % 4,140 4.79 30y 5.5s 25.6 % 5,686 3.45 30y 6.0s 16.2 % 3,597 2.28 30y 6.5s 2.0 % 448 1.30 Ginnie Mae 2.5 % 547 4.09 30y 5.0s 0.8 % 176 5.57 30y 5.5s 1.7 % 371 3.39 Agency Portfolio 93.8 % 20,818 FN 15y 4.5s TBAs 0.9 % 198 3.80 FN 30y 5.5 TBAs 0.9 % 201 3.60 Net TBA Positions 1.8 % 399 5Y US Treasury Longs 4.4 % 982 4.10 US Treasury Long Positions 4.4 % 982 Total Portfolio 100.0 % 22,198 ARMOUR Key Data Common Stock Price ($) 17.15 Debt-Equity (1) 7.9 Implied Leverage (2) 8.0 Liquidity (3) (in millions) 1,161.9 Liquidity as Percentage of Total Capital 46 % Q1 2026 Market Cap (in millions) 2,062.1 Dividend Information June 2026 Common Dividend 0.24 Common Ex-Dividend Date/Record Date 6/15/2026 Pay Date 6/29/2026 Current Dividend Yield 16.8 % ARMOUR Portfolio CPR Portfolio and Key Data as of 05/31/26 , except CPR which is as of 06/04/26 or as stated otherwise. Monthly Update June 2026 ARMOUR Repo Composition Principal Borrowed (in $ millions) % of Repo Positions with ARMOUR Weighted Average Original Term (days) Weighted Average Remaining Term (days) Longest Maturity (days) BUCKLER Securities LLC (4) 9,294 46.8 % 54 34 133 All Other Counterparties 10,573 53.2 % 61 39 81 Total (5) 19,867 100.0 % 58 37 ARMOUR Interest Rate Swaps Maturity (months) Notional Amount (in $ millions) Weighted Average Remaining Term (months) Weighted Average Rate 0-12 1,479 9 1.42 13-24 2,500 20 3.62 25-36 3,593 30 3.52 37-48 1,302 42 1.01 49-60 2,150 56 0.93 61-72 400 69 1.48 73-84 1,150 79 3.03 85-96 0 — — 97-108 800 102 3.76 109-120 1,190 115 3.80 >120 775 177 4.22 Total 15,339 53 2.74 ARMOUR Hedge Type Notional (millions) (6) 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-looking statements” made within the meaning of the safe harbor provisions of the United States Private Securities Litigation Reform Act of 1995. Any statements that are not statements of historical fact (including statements containing the words “expect,” “estimate,” “project,” “budget,” “forecast,” “anticipate,” “intend,” “plan,” “may,” “will,” “could,” “should,” “believes,” “predicts,” “potential,” “continue,” and similar expressions) should also be considered forward-looking statements. Forward- looking statements include but are not limited to statements regarding the projections and future plans for ARMOUR’s business, growth and operational improvements. Because forward- looking statements relate to the future, they are subject to inherent uncertainties, risks and changes in circumstances that are difficult to predict and many of which are outside of ARMOUR’s control. A number of important factors could cause actual results or events to differ materially from those indicated by such forward-looking statements. Additional information concerning these factors and risks are contained in the Company’s most recent annual and quarterly reports and other reports filed with the Securities and Exchange Commission. ARMOUR assumes no obligation to update the information in this communication, except as otherwise required by law. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of the date hereof. This material is for information purposes only and does not constitute an offer to sell, a solicitation of an offer to buy, or a recommendation for any securities or financial instruments. The statements, information and estimates contained herein are based on information that the Company believes to be reliable as of today's date unless otherwise indicated. ARMOUR cannot guarantee future results, levels of activity, performance or achievements. Pricing and duration information are estimates provided by independent third-party providers based on models that require inputs and assumptions. Actual realized prices and durations will depend on a number of factors that cannot be predicted with certainty and may be materially different from estimates. AMOUNTS MAY NOT FOOT DUE TO ROUNDING. THE INFORMATION PRESENTED HEREIN IS UNAUDITED AND NOT REVIEWED BY OUR INDEPENDENT PUBLIC ACCOUNTANTS. Footnotes 1. Total Repo divided by Shareholders’ Equity. 2. Implied Leverage is Total Repo plus TBA market value net of forward settling trades divided by Shareholders’ Equity. 3. Liquidity is cash plus unencumbered Agency and US Government securities. Excludes any forward settling trades. 4. BUCKLER Securities LLC is an SEC registered broker-dealer and a member of FICC and FINRA that is affiliated with ARMOUR. 5. Repo composition includes funding for US Treasury longs and margin collateral posted to ARMOUR. 6. ARMOUR’s Treasury Futures have a weighted average duration of 11.2 years.

Document text

EX-99.1 · june2026companyupdate.htm

EX-99.1
2
june2026companyupdate.htm
EX-99.1

Portfolio and Key Data as of 05/31/26 , except CPR which is as of 06/04/26 or as stated otherwise.

ARMOUR Residential REIT, Inc.
Monthly Update June 2026

ARMOUR Residential REIT, Inc. (“ARMOUR”; NYSE: ARR) brings private capital into the mortgage markets to support home
ownership for a broad and diverse spectrum of homeowners. We seek to create shareholder value through thoughtful investment
and risk management of a leveraged and diversified portfolio of mortgage-backed securities issued or guaranteed by U.S
Government-sponsored entities. We rely on the decades of experience of our management team for (i) MBS securities portfolio
analysis and selection, (ii) access to equity capital and repurchase financing at potentially attractive rates and terms, and (iii)
hedging and liquidity strategies to moderate interest rate and MBS price risk. We prioritize maintaining common share dividends
appropriate for the intermediate term rather than focusing on short-term market fluctuations.
ARMOUR is externally managed by ARMOUR Capital Management LP, an SEC registered investment advisor, which is under
common control with BUCKLER Securities LLC, an SEC registered broker-dealer and a member of FICC and FINRA. BUCKLER
Securities, LLC, is the largest provider of repurchase financing to ARMOUR. ARMOUR owns a 10.8% equity interest in BUCKLER
Securities LLC.

ARMOUR Portfolio
Composition

% of
Portfolio

Market
Value (in $
millions)

Effective
Duration

Agency CMBS

5.9 %

1,302

5.87

30 Year Fixed Rate Pools

87.9 %

19,516

4.23

Conventionals

85.5 %

18,969

4.23

30y 2.0s

1.1 %

253

7.51

30y 2.5s

1.0 %

228

7.76

30y 3.0s

3.0 %

669

7.33

30y 3.5s

4.8 %

1,069

6.58

30y 4.0s

4.3 %

964

5.87

30y 4.5s

8.6 %

1,916

5.66

30y 5.0s

18.6 %

4,140

4.79

30y 5.5s

25.6 %

5,686

3.45

30y 6.0s

16.2 %

3,597

2.28

30y 6.5s

2.0 %

448

1.30

Ginnie Mae

2.5 %

547

4.09

30y 5.0s

0.8 %

176

5.57

30y 5.5s

1.7 %

371

3.39

Agency Portfolio

93.8 %

20,818

FN 15y 4.5s TBAs

0.9 %

198

3.80

FN 30y 5.5 TBAs

0.9 %

201

3.60

Net TBA Positions

1.8 %

399

5Y US Treasury Longs

4.4 %

982

4.10

US Treasury Long Positions

4.4 %

982

Total Portfolio

100.0 %

22,198

ARMOUR Key Data

Common Stock Price ($)

17.15

Debt-Equity (1)

7.9

Implied Leverage (2)

8.0

Liquidity (3) (in millions)

1,161.9

Liquidity as Percentage of Total Capital

46 %

Q1 2026 Market Cap (in millions)

2,062.1

Dividend Information

June 2026 Common Dividend

0.24

Common Ex-Dividend Date/Record Date

6/15/2026

Pay Date

6/29/2026

Current Dividend Yield

16.8 %

ARMOUR Portfolio CPR

Portfolio and Key Data as of 05/31/26 , except CPR which is as of 06/04/26 or as stated otherwise.

Monthly Update June 2026

ARMOUR Repo
Composition

Principal Borrowed
(in $ millions)

% of Repo Positions
with ARMOUR

Weighted Average
Original Term (days)

Weighted Average
Remaining Term (days)

Longest Maturity
(days)

BUCKLER Securities LLC (4)

9,294

46.8 %

133

All Other Counterparties

10,573

53.2 %

Total (5)

19,867

100.0 %

ARMOUR Interest Rate
Swaps Maturity (months)

Notional
Amount
(in $ millions)

Weighted Average
Remaining Term
(months)

Weighted
Average Rate

0-12

1,479

1.42

13-24

2,500

3.62

25-36

3,593

3.52

37-48

1,302

1.01

49-60

2,150

0.93

61-72

400

1.48

73-84

1,150

3.03

85-96

—

97-108

800

102

3.76

109-120

1,190

115

3.80

>120

775

177

4.22

Total

15,339

2.74

ARMOUR Hedge Type Notional (millions) (6)

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-looking statements” made within the meaning of the safe harbor provisions of the United States Private Securities Litigation
Reform Act of 1995. Any statements that are not statements of historical fact (including statements containing the words “expect,” “estimate,” “project,” “budget,” “forecast,” “anticipate,”
“intend,” “plan,” “may,” “will,” “could,” “should,” “believes,” “predicts,” “potential,” “continue,” and similar expressions) should also be considered forward-looking statements. Forward-
looking statements include but are not limited to statements regarding the projections and future plans for ARMOUR’s business, growth and operational improvements. Because forward-
looking statements relate to the future, they are subject to inherent uncertainties, risks and changes in circumstances that are difficult to predict and many of which are outside of
ARMOUR’s control. A number of important factors could cause actual results or events to differ materially from those indicated by such forward-looking statements. Additional information
concerning these factors and risks are contained in the Company’s most recent annual and quarterly reports and other reports filed with the Securities and Exchange Commission.
ARMOUR assumes no obligation to update the information in this communication, except as otherwise required by law. Readers are cautioned not to place undue reliance on these
forward-looking statements, which speak only as of the date hereof.
This material is for information purposes only and does not constitute an offer to sell, a solicitation of an offer to buy, or a recommendation for any securities or financial instruments. The
statements, information and estimates contained herein are based on information that the Company believes to be reliable as of today's date unless otherwise indicated. ARMOUR cannot
guarantee future results, levels of activity, performance or achievements.
Pricing and duration information are estimates provided by independent third-party providers based on models that require inputs and assumptions. Actual realized prices and durations
will depend on a number of factors that cannot be predicted with certainty and may be materially different from estimates.
AMOUNTS MAY NOT FOOT DUE TO ROUNDING.
THE INFORMATION PRESENTED HEREIN IS UNAUDITED AND NOT REVIEWED BY OUR INDEPENDENT PUBLIC ACCOUNTANTS.

Footnotes
1. Total Repo divided by Shareholders’ Equity.
2. Implied Leverage is Total Repo plus TBA market value net of forward settling trades divided by Shareholders’ Equity.
3. Liquidity is cash plus unencumbered Agency and US Government securities. Excludes any forward settling trades.
4. BUCKLER Securities LLC is an SEC registered broker-dealer and a member of FICC and FINRA that is affiliated with ARMOUR.
5. Repo composition includes funding for US Treasury longs and margin collateral posted to ARMOUR.
6. ARMOUR’s Treasury Futures have a weighted average duration of 11.2 years.

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