ARR

Armour Residential REIT
ARR

Overview Fund Activity

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
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

1
BlackRock
BlackRock
New York
$77.9M
2
GXMC
Global X Management Company
New York
$18M
3
Renaissance Technologies
Renaissance Technologies
New York
$12.4M
4
Citadel Advisors
Citadel Advisors
Florida
$5.67M
5
Vanguard Group
Vanguard Group
Pennsylvania
$69.9M

Top Sellers

1
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$490K
2
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
$5.86M
3
Morgan Stanley
Morgan Stanley
New York
$1.98M
4
Allianz Asset Management
Allianz Asset Management
Germany
$7.04M
5
Susquehanna International Group
Susquehanna International Group
Pennsylvania
$1.12M
Name Holding Trade Value Shares
Change 		Shares
Change %
Susquehanna International Group
51
Susquehanna International Group
Pennsylvania
$1.12M -$1.24M -10,964 -53%
LSV Asset Management
52
LSV Asset Management
Illinois
$1.1M +$631K +5,560 +134%
RhumbLine Advisers
53
RhumbLine Advisers
Massachusetts
$1.06M +$34.9K +307 +3%
ICA
54
Infrastructure Capital Advisors
New York
$1.03M +$103K +908 +11%
Mackenzie Financial
55
Mackenzie Financial
Ontario, Canada
$1.03M +$52.1K +459 +5%
VKH
56
Virtu KCG Holdings
New York
$992K +$992K +8,738 New
Capital Fund Management (CFM)
57
Capital Fund Management (CFM)
France
$962K +$318K +2,802 +49%
IA
58
IndexIQ Advisors
New York
$891K +$98.4K +867 +12%
New York State Common Retirement Fund
59
New York State Common Retirement Fund
New York
$844K – – –
Wellington Management Group
60
Wellington Management Group
Massachusetts
$792K – – –
QIM
61
Quantitative Investment Management
Virginia
$735K +$120K +1,060 +20%
Nisa Investment Advisors
62
Nisa Investment Advisors
Missouri
$725K -$176K -1,551 -20%
Commonwealth Equity Services
63
Commonwealth Equity Services
Massachusetts
$686K +$272K +2,392 +66%
Manulife (Manufacturers Life Insurance)
64
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$629K +$88.8K +782 +16%
VRS
65
Virginia Retirement Systems
Virginia
$613K +$111K +980 +22%
State Board of Administration of Florida Retirement System
66
State Board of Administration of Florida Retirement System
Florida
$576K – – –
MLICM
67
Metropolitan Life Insurance Company (MetLife)
New York
$567K – – –
LTFS
68
Ladenburg Thalmann Financial Services
Florida
$560K -$89.1K -785 -14%
AIG
69
American International Group
New York
$514K +$33.6K +296 +7%
Grantham, Mayo, Van Otterloo & Co (GMO)
70
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$490K -$8.8M -77,481 -95%
Royal Bank of Canada
71
Royal Bank of Canada
Ontario, Canada
$489K -$24.6K -217 -5%
NFA
72
Nationwide Fund Advisors
Ohio
$483K -$34.3K -302 -7%
AAM
73
Advisors Asset Management
Colorado
$417K -$97.6K -860 -19%
AQR Capital Management
74
AQR Capital Management
Connecticut
$416K -$4.66K -41 -1%
VOYA Investment Management
75
VOYA Investment Management
Georgia
$416K – – –
1 2
3
4 5