Grantham, Mayo, Van Otterloo & Co (GMO)’s Armour Residential REIT ARR Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q2	–	Sell	-4,315	Closed	-$490K	–	579
2017 Q1	$490K	Sell	4,315 -77,481	-95%	-$8.5M	﹤0.01%	399
2016 Q4	$8.87M	Sell	81,796 -70,669	-46%	-$7.85M	0.05%	200
2016 Q3	$17.2M	Sell	152,465 -59,785	-28%	-$6.52M	0.08%	171
2016 Q2	$21.2M	Buy	212,250 +107,290	+102%	+$10.9M	0.09%	165
2016 Q1	$11.3M	Buy	+104,960	New	+$10.4M	0.04%	229
2014 Q1	–	Sell	-3,281	Closed	-$526K	–	567
2013 Q4	$526K	Sell	3,281 -18	-0.5%	-$2.9K	﹤0.01%	538
2013 Q3	$554K	Sell	3,299 -631	-16%	-$108K	﹤0.01%	536
2013 Q2	$740K	Buy	+3,930	New	+$900K	﹤0.01%	494