diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt
index dde16a16..700316cd 100644
--- a/docs/source/whatsnew/0.8.4.txt
+++ b/docs/source/whatsnew/0.8.4.txt
@@ -46,6 +46,8 @@ Bug Fixes
 
 * Fixes an error raised in calculating beta when benchmark data were sparse.
   Instead `numpy.nan` is returned (:issue:`859`).
+* Fixed an issue pickling :func:`~zipline.utils.sentinel.sentinel` objects
+  (:issue:`872`).
 
 Performance
 ~~~~~~~~~~~