Nine Chapters Capital Management’s Arlington Asset Investment Corp. AAIC Stock Holding History

Nine Chapters Capital Management’s Portfolio AAIC Stock Details AAIC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2014 Q4	–	Sell	-131,500	Closed	-$3.34M	–	1234
2014 Q3	$3.34M	Buy	131,500 +43,600	+50%	+$1.18M	0.3%	72
2014 Q2	$2.4M	Buy	87,900 +79,800	+985%	+$2.14M	0.2%	144
2014 Q1	$214K	Sell	8,100 -31,900	-80%	-$842K	0.03%	706
2013 Q4	$1.06M	Buy	40,000 +14,300	+56%	+$362K	0.11%	287
2013 Q3	$611K	Sell	25,700 -25,300	-50%	-$629K	0.07%	367
2013 Q2	$1.36M	Buy	+51,000	New	+$1.38M	0.24%	131

Other funds holding AAIC

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

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

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

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

YMRC

Yorktown Management & Research Company Forest, Virginia $120M AUM 52.72% 1-Year Est. Return

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

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

CHA

Cedar Hill Associates Chicago, Illinois $261M AUM 7.91% 1-Year Est. Return

Nine Chapters Capital Management's AAIC Position: Q4 2014 in Review

Nine Chapters Capital Management sold out of Arlington Asset Investment Corp. (AAIC) in Q4 2014, closing a stake of 131,500 shares — an estimated $3.34M sold.

Nine Chapters Capital Management first reported a position in AAIC in Q2 2013 and held it in 6 quarters. The position peaked at $3.34M in Q3 2014. 113 funds tracked by Wall St. Rank hold AAIC as of Q4 2014.

Nine Chapters Capital Management reported no remaining Arlington Asset Investment Corp. position as of Q4 2014 after selling out during the quarter.
Nine Chapters Capital Management sold 131,500 Arlington Asset Investment Corp. shares in Q4 2014, an estimated $3.34M.
Nine Chapters Capital Management first reported a position in Arlington Asset Investment Corp. in Q2 2013 and held it in 6 quarters.
Nine Chapters Capital Management's Arlington Asset Investment Corp. position peaked at $3.34M in Q3 2014.
113 funds tracked by Wall St. Rank held Arlington Asset Investment Corp. as of Q4 2014.

Based on Nine Chapters Capital Management's 13F filing for Q4 2014, filed 9 Feb 2015.