ARMOUR RESIDENTIAL REIT INC

CUSIP: 042315507 Class: Common Stock

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q1 2017
Shares 21,577 Value ($000) $490 Avg Close — Range —
Q4 2016
Shares 408,979 Value ($000) $8,871 Avg Close — Range —
Q3 2016
Shares 762,324 Value ($000) $17,183 Avg Close — Range —
Q2 2016
Shares 1,061,249 Value ($000) $21,225 Avg Close — Range —
Q1 2016
Shares 524,800 Value ($000) $11,299 Avg Close — Range —