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ARR

Armour Residential REIT
ARR

114 hedge funds and large institutions have $404M invested in Armour Residential REIT in 2017 Q1 according to their latest regulatory filings, with 15 funds opening new positions, 46 increasing their positions, 30 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

275% more call options, than puts

Call options by funds: $7.84M | Put options by funds: $2.09M

53% more repeat investments, than reductions

Existing positions increased: 46 | Existing positions reduced: 30

17% more capital invested

Capital invested by funds: $344M → $404M (+$59.8M)

1.06% more ownership

Funds ownership: 8.63% → 9.69% (+1.1%)

9% less funds holding

Funds holding: 125 → 114 (-11)

25% less first-time investments, than exits

New positions opened: 15 | Existing positions closed: 20

Holders
114
Holders Change
-11
Holders Change %
-8.8%
% of All Funds
2.84%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
15
Increased
46
Reduced
30
Closed
20
Calls
$7.84M
Puts
$2.09M
Net Calls
+$5.75M
Net Calls Change
+$3.39M

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$75M
2
GXMC
Global X Management Company
New York
+$17.4M
3
Renaissance Technologies
Renaissance Technologies
New York
+$8.28M
4
Citadel Advisors
Citadel Advisors
Florida
+$5.1M
5
Vanguard Group
Vanguard Group
Pennsylvania
+$4.41M

Top Sellers

Rank Fund Capital Flow
1
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
-$8.5M
2
JP Morgan Chase
JP Morgan Chase
New York
-$6.39M
3
Morgan Stanley
Morgan Stanley
New York
-$2.14M
4
Allianz Asset Management
Allianz Asset Management
Germany
-$2.03M
5
QI
QS Investors
New York
-$1.21M
Name Holding Trade Value Shares
Change 		Change in
Stake
Two Sigma Investments
26
Two Sigma Investments
New York
$3.17M +$787K +7,168 +35%
California Public Employees Retirement System
27
California Public Employees Retirement System
California
$2.95M +$83.4K +760 +3%
Creative Planning
28
Creative Planning
Kansas
$2.63M -$24.1K -220 -0.9%
TCIM
29
TIAA CREF Investment Management
New York
$2.29M -$140K -1,278 -6%
Goldman Sachs
30
Goldman Sachs
New York
$2.23M -$761K -6,936 -26%
CS
31
Credit Suisse
Switzerland
$2.21M -$244K -2,223 -10%
PPA
32
Parametric Portfolio Associates
Washington
$2.2M +$221K +2,016 +12%
PNC Financial Services Group
33
PNC Financial Services Group
Pennsylvania
$2M +$1.92M +17,464 +8,732%
Morgan Stanley
34
Morgan Stanley
New York
$1.98M -$2.14M -19,538 -53%
GC
35
Guggenheim Capital
Illinois
$1.94M -$976K -8,891 -34%
Connor, Clark & Lunn Investment Management (CC&L)
36
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$1.93M +$1.65M +15,045 +776%
GLA
37
Great Lakes Advisors
Illinois
$1.87M +$1.8M +16,438 New
PAM
38
Panagora Asset Management
Massachusetts
$1.84M – – –
GCP
39
GSA Capital Partners
United Kingdom
$1.8M +$957K +8,723 +122%
SFM
40
Systematic Financial Management
New Jersey
$1.73M -$2.42K -22 -0.1%
SBIA
41
Sheaff Brock Investment Advisors
Indiana
$1.69M – – –
California State Teachers Retirement System (CalSTRS)
42
California State Teachers Retirement System (CalSTRS)
California
$1.64M -$74.6K -680 -4%
TA
43
Teachers Advisors
New York
$1.44M +$64.4K +587 +5%
RGREA
44
Ranger Global Real Estate Advisors
Colorado
$1.44M – – –
Swiss National Bank
45
Swiss National Bank
Switzerland
$1.37M +$37.3K +340 +3%
AllianceBernstein
46
AllianceBernstein
Tennessee
$1.34M -$8.78K -80 -0.7%
Thrivent Financial for Lutherans
47
Thrivent Financial for Lutherans
Minnesota
$1.34M +$1.29M +11,766 New
SWK
48
Stephen W. Kidder
$1.29M – – –
Bank of America
49
Bank of America
North Carolina
$1.16M +$697K +6,349 +165%
PMLI
50
Penn Mutual Life Insurance
Pennsylvania
$1.15M – – –
1
2
3 4 5

ARR Hedge Fund Activity: Q1 2017 in Review

114 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in Armour Residential REIT (ARR) for Q1 2017, worth a combined $404M — up 17% from $344M a quarter earlier.

Sellers outnumbered buyers: 20 funds closed out of ARR and 15 opened new positions — a net loss of 5 holders — while 30 trimmed existing stakes and 46 added.

The largest buyer was BlackRock, adding an estimated $75M. The largest seller was Grantham, Mayo, Van Otterloo & Co (GMO), cutting an estimated $8.5M.

  • 114 institutional investors held Armour Residential REIT (ARR) as of Q1 2017, down from 125 in Q4 2016.
  • Funds reported $404M of Armour Residential REIT stock for Q1 2017, up 17% quarter-over-quarter.
  • 15 funds opened new Armour Residential REIT positions in Q1 2017 and 20 closed out, a net change of -5 holders.
  • The largest Armour Residential REIT buyer in Q1 2017 was BlackRock, an estimated $75M added.
  • The largest Armour Residential REIT seller in Q1 2017 was Grantham, Mayo, Van Otterloo & Co (GMO), an estimated $8.5M sold.

Based on aggregated 13F filings for Q1 2017.