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TWO SIGMA INVESTMENTS, LP
> ARR
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | Armour Residential REIT, Inc. | ARR | 1,946,701 | 868,357 | 10,375,916,000 | 4,714,610,000 | $5,330.00 |
| 03/31/2023 | Armour Residential REIT, Inc. | ARR | 1,078,344 | 1,078,344 | 5,661,306,000 | 5,661,306,000 | $5,250.00 |
| 03/31/2022 | Armour Residential REIT, Inc. | ARR | 0 | -41,799 | 0 | -410,000 | |
| 12/31/2021 | Armour Residential REIT, Inc. | ARR | 41,799 | -1,331,860 | 410,000 | -14,398,000 | $9.81 |
| 09/30/2021 | Armour Residential REIT, Inc. | ARR | 1,373,659 | 30,490 | 14,808,000 | -531,000 | $10.78 |
| 06/30/2021 | Armour Residential REIT, Inc. | ARR | 1,343,169 | 627,826 | 15,339,000 | 6,612,000 | $11.42 |
| 03/31/2021 | Armour Residential REIT, Inc. | ARR | 715,343 | 544,355 | 8,727,000 | 6,882,000 | $12.20 |
| 12/31/2020 | Armour Residential REIT, Inc. | ARR | 170,988 | 60,751 | 1,845,000 | 797,000 | $10.79 |
| 09/30/2020 | Armour Residential REIT, Inc. | ARR | 110,237 | 74,167 | 1,048,000 | 709,000 | $9.51 |
| 06/30/2020 | Armour Residential REIT, Inc. | ARR | 36,070 | -49,509 | 339,000 | -415,000 | $9.40 |
| 03/31/2020 | Armour Residential REIT, Inc. | ARR | 85,579 | 64,775 | 754,000 | 382,000 | $8.81 |
| 12/31/2019 | Armour Residential REIT, Inc. | ARR | 20,804 | 20,804 | 372,000 | 372,000 | $17.88 |
| 09/30/2019 | Armour Residential REIT, Inc. | ARR | 0 | -60,394 | 0 | -1,126,000 | |
| 06/30/2019 | Armour Residential REIT, Inc. | ARR | 60,394 | -141,780 | 1,126,000 | -2,822,000 | $18.64 |
| 03/31/2019 | Armour Residential REIT, Inc. | ARR | 202,174 | 185,280 | 3,948,000 | 3,602,000 | $19.53 |
| 12/31/2018 | Armour Residential REIT, Inc. | ARR | 16,894 | -71,297 | 346,000 | -1,634,000 | $20.48 |
| 09/30/2018 | Armour Residential REIT, Inc. | ARR | 88,191 | 88,191 | 1,980,000 | 1,980,000 | $22.45 |
| 03/31/2018 | Armour Residential REIT, Inc. | ARR | 0 | -21,409 | 0 | -551,000 | |
| 12/31/2017 | Armour Residential REIT, Inc. | ARR | 21,409 | -21,552 | 551,000 | -605,000 | $25.74 |
| 09/30/2017 | Armour Residential REIT, Inc. | ARR | 42,961 | -8,293 | 1,156,000 | -125,000 | $26.91 |
| 06/30/2017 | Armour Residential REIT, Inc. | ARR | 51,254 | -88,108 | 1,281,000 | -1,884,000 | $24.99 |
| 03/31/2017 | Armour Residential REIT, Inc. | ARR | 139,362 | 35,840 | 3,165,000 | 920,000 | $22.71 |
| 12/31/2016 | Armour Residential REIT, Inc. | ARR | 103,522 | 103,522 | 2,245,000 | 2,245,000 | $21.69 |
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