Martingale Asset Management’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

Martingale Asset Management’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
2019 Q4	–	Sell	-53,100	Closed	-$696K	–	971
2019 Q3	$696K	Sell	53,100 -53,009	-50%	-$751K	0.01%	831
2019 Q2	$1.7M	Sell	106,109 -32,220	-23%	-$547K	0.02%	634
2019 Q1	$2.38M	Sell	138,329 -14,001	-9%	-$257K	0.03%	560
2018 Q4	$2.67M	Buy	152,330 +32,200	+27%	+$588K	0.04%	475
2018 Q3	$2.17M	Buy	120,130 +12,423	+12%	+$228K	0.03%	532
2018 Q2	$1.92M	Sell	107,707 -43,047	-29%	-$779K	0.02%	552
2018 Q1	$2.65M	Buy	150,754 +8,602	+6%	+$147K	0.03%	456
2017 Q4	$2.56M	Buy	142,152 +3,207	+2%	+$58.7K	0.03%	460
2017 Q3	$2.52M	Buy	138,945 +77,007	+124%	+$1.44M	0.03%	502
2017 Q2	$1.14M	Buy	+61,938	New	+$1.11M	0.02%	691

Other funds holding CHMI

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

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

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

WAM

Wolverine Asset Management Chicago, Illinois $10.4B AUM 4.78% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

Connor, Clark & Lunn Investment Management (CC&L) Vancouver, British Columbia, Canada $43.4B AUM 51.29% 1-Year Est. Return

Winton Group London, United Kingdom $2.85B AUM 30.73% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

Martingale Asset Management's CHMI Position: Q4 2019 in Review

Martingale Asset Management sold out of Cherry Hill Mortgage Investment Corp (CHMI) in Q4 2019, closing a stake of 53,100 shares — an estimated $696K sold.

Martingale Asset Management first reported a position in CHMI in Q2 2017 and held it in 10 quarters. The position peaked at $2.67M in Q4 2018. 77 funds tracked by Wall St. Rank hold CHMI as of Q4 2019.

Martingale Asset Management reported no remaining Cherry Hill Mortgage Investment Corp position as of Q4 2019 after selling out during the quarter.
Martingale Asset Management sold 53,100 Cherry Hill Mortgage Investment Corp shares in Q4 2019, an estimated $696K.
Martingale Asset Management first reported a position in Cherry Hill Mortgage Investment Corp in Q2 2017 and held it in 10 quarters.
Martingale Asset Management's Cherry Hill Mortgage Investment Corp position peaked at $2.67M in Q4 2018.
77 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q4 2019.

Based on Martingale Asset Management's 13F filing for Q4 2019, filed 10 Feb 2020.