ARMOUR RESIDENTIAL REIT INC

CUSIP: 042315101 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

Note: Option positions (PUT/CALL) are excluded.

Q2 2015
Shares 953,400 Value ($000) $2,679 Avg Close — Range —
Q1 2015
Shares 771,500 Value ($000) $2,623 Avg Close — Range —
Q4 2014
Shares 771,500 Value ($000) $2,623 Avg Close — Range —
Q3 2014
Shares 735,900 Value ($000) $2,833 Avg Close — Range —
Q2 2014
Shares 739,100 Value ($000) $3,200 Avg Close — Range —
Q1 2014
Shares 738,700 Value ($000) $3,154 Avg Close — Range —
Q4 2013
Shares 727,500 Value ($000) $2,874 Avg Close — Range —
Q3 2013
Shares 731,200 Value ($000) $3,071 Avg Close — Range —
Q2 2013
Shares 587,100 Value ($000) $2,765 Avg Close — Range —