First Quadrant’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

First Quadrant’s Portfolio CHMI Stock Details CHMI Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q2	–	Sell	-15,477	Closed	-$145K	–	529
2021 Q1	$145K	Buy	+15,477	New	+$148K	0.02%	389
2019 Q2	–	Sell	-5,753	Closed	-$99K	–	706
2019 Q1	$99K	Sell	5,753 -18,938	-77%	-$348K	0.01%	588
2018 Q4	$433K	Buy	24,691 +135	+0.5%	+$2.47K	0.03%	382
2018 Q3	$444K	Buy	+24,556	New	+$450K	0.01%	508
2018 Q1	–	Sell	-60,770	Closed	-$1.09M	–	835
2017 Q4	$1.09M	Sell	60,770 -3,477	-5%	-$63.7K	0.02%	421
2017 Q3	$1.16M	Buy	+64,247	New	+$1.2M	0.02%	416

Other funds holding CHMI

Renaissance Technologies New York $72.6B AUM 54.88% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return

Two Sigma Investments New York $138B AUM 41.87% 1-Year Est. Return

Millennium Management New York $276B AUM 44.8% 1-Year Est. Return

&Partners Nashville, Tennessee $24.4B AUM 27.45% 1-Year Est. Return

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

First Quadrant's CHMI Position: Q2 2021 in Review

First Quadrant sold out of Cherry Hill Mortgage Investment Corp (CHMI) in Q2 2021, closing a stake of 15,477 shares — an estimated $145K sold.

First Quadrant first reported a position in CHMI in Q3 2017 and held it in 6 quarters. The position peaked at $1.16M in Q3 2017. 64 funds tracked by Wall St. Rank hold CHMI as of Q2 2021.

First Quadrant reported no remaining Cherry Hill Mortgage Investment Corp position as of Q2 2021 after selling out during the quarter.
First Quadrant sold 15,477 Cherry Hill Mortgage Investment Corp shares in Q2 2021, an estimated $145K.
First Quadrant first reported a position in Cherry Hill Mortgage Investment Corp in Q3 2017 and held it in 6 quarters.
First Quadrant's Cherry Hill Mortgage Investment Corp position peaked at $1.16M in Q3 2017.
64 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q2 2021.

Based on First Quadrant's 13F filing for Q2 2021, filed 23 Jul 2021.