Quantitative Systematic Strategies’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

Quantitative Systematic Strategies’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
2018 Q4	–	Sell	-12,468	Closed	-$226K	–	711
2018 Q3	$226K	Sell	12,468 -5,727	-31%	-$105K	0.04%	494
2018 Q2	$325K	Sell	18,195 -7,032	-28%	-$127K	0.06%	446
2018 Q1	$442K	Buy	25,227 +3,134	+14%	+$53.6K	0.09%	347
2017 Q4	$397K	Buy	22,093 +9,063	+70%	+$166K	0.1%	322
2017 Q3	$236K	Sell	13,030 -23,681	-65%	-$442K	0.06%	381
2017 Q2	$681K	Buy	36,711 +23,294	+174%	+$416K	0.17%	187
2017 Q1	$229K	Buy	+13,417	New	+$244K	0.06%	305

Other funds holding CHMI

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

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

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

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

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

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

JAM

Jacobs Asset Management New York $167M AUM 22.68% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

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

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

Quantitative Systematic Strategies's CHMI Position: Q4 2018 in Review

Quantitative Systematic Strategies sold out of Cherry Hill Mortgage Investment Corp (CHMI) in Q4 2018, closing a stake of 12,468 shares — an estimated $226K sold.

Quantitative Systematic Strategies first reported a position in CHMI in Q1 2017 and held it in 7 quarters. The position peaked at $681K in Q2 2017. 89 funds tracked by Wall St. Rank hold CHMI as of Q4 2018.

Quantitative Systematic Strategies reported no remaining Cherry Hill Mortgage Investment Corp position as of Q4 2018 after selling out during the quarter.
Quantitative Systematic Strategies sold 12,468 Cherry Hill Mortgage Investment Corp shares in Q4 2018, an estimated $226K.
Quantitative Systematic Strategies first reported a position in Cherry Hill Mortgage Investment Corp in Q1 2017 and held it in 7 quarters.
Quantitative Systematic Strategies's Cherry Hill Mortgage Investment Corp position peaked at $681K in Q2 2017.
89 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q4 2018.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2018, filed 12 Feb 2019.