O'Shaughnessy Asset Management’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

O'Shaughnessy 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
2026 Q1	$53.4K	Sell	21,372 -4,174	-16%	-$11K	﹤0.01%	2240
2025 Q4	$65.1K	Buy	25,546 +6,525	+34%	+$15.9K	﹤0.01%	2201
2025 Q3	$45.5K	Sell	19,021 -23,749	-56%	-$65.8K	﹤0.01%	2201
2025 Q2	$117K	Buy	+42,770	New	+$125K	﹤0.01%	1933
2023 Q3	–	Sell	-11,745	Closed	-$56.7K	–	1627
2023 Q2	$56.7K	Sell	11,745 -12,717	-52%	-$65.5K	﹤0.01%	1343
2023 Q1	$135K	Sell	24,462 -17,297	-41%	-$110K	﹤0.01%	1250
2022 Q4	$242K	Sell	41,759 -8,673	-17%	-$48.7K	﹤0.01%	1047
2022 Q3	$248K	Buy	50,432 +40	+0.1%	+$262	﹤0.01%	1001
2022 Q2	$323K	Buy	50,392 +4,593	+10%	+$31.6K	0.01%	838
2022 Q1	$354K	Buy	45,799 +25,796	+129%	+$204K	0.01%	836
2021 Q4	$165K	Buy	20,003 +18,319	+1,088%	+$162K	﹤0.01%	1084
2021 Q3	$15K	Buy	+1,684	New	+$15.5K	﹤0.01%	2036

Other funds holding CHMI

VCM

Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM

Summit Financial Parsippany, New Jersey $7.85B AUM 20.99% 1-Year Est. Return

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

TGA

TPG GP A Fort Worth, Texas $3.68B AUM 14.99% 1-Year Est. Return

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

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

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return

VFT

Vanguard Fiduciary Trust Malvern, Pennsylvania $396B AUM

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

O'Shaughnessy Asset Management's CHMI Position: Q1 2026 in Review

O'Shaughnessy Asset Management reduced its Cherry Hill Mortgage Investment Corp (CHMI) stake by 16% in Q1 2026, selling an estimated $11K and leaving 21,372 shares worth $53.4K. The position accounts for ﹤0.01% of the portfolio, ranked #2240.

O'Shaughnessy Asset Management first reported a position in CHMI in Q3 2021 and has held it in 12 quarters since. The position peaked at $354K in Q1 2022. 54 funds tracked by Wall St. Rank hold CHMI as of Q1 2026.

O'Shaughnessy Asset Management held 21,372 shares of Cherry Hill Mortgage Investment Corp worth $53.4K as of Q1 2026.
O'Shaughnessy Asset Management sold 4,174 Cherry Hill Mortgage Investment Corp shares in Q1 2026, an estimated $11K.
Cherry Hill Mortgage Investment Corp made up ﹤0.01% of O'Shaughnessy Asset Management's portfolio in Q1 2026, its #2240 holding.
O'Shaughnessy Asset Management first reported a position in Cherry Hill Mortgage Investment Corp in Q3 2021 and has held it in 12 quarters since.
O'Shaughnessy Asset Management's Cherry Hill Mortgage Investment Corp position peaked at $354K in Q1 2022.
54 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q1 2026.

Based on O'Shaughnessy Asset Management's 13F filing for Q1 2026, filed 13 May 2026.