California Public Employees Retirement System’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

California Public Employees Retirement System’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
2021 Q2	–	Sell	-30,900	Closed	-$289K	–	1807
2021 Q1	$289K	Hold	30,900	–	–	﹤0.01%	3239
2020 Q4	$282K	Sell	30,900 -4,978	-14%	-$46.4K	﹤0.01%	3228
2020 Q3	$322K	Buy	35,878 +2,491	+7%	+$23.3K	﹤0.01%	3048
2020 Q2	$301K	Sell	33,387 -11,389	-25%	-$87.5K	﹤0.01%	3011
2020 Q1	$278K	Sell	44,776 -75,159	-63%	-$986K	﹤0.01%	2692
2019 Q4	$1.75M	Hold	119,935	–	–	﹤0.01%	2106
2019 Q3	$1.57M	Buy	119,935 +5,659	+5%	+$80.2K	﹤0.01%	2036
2019 Q2	$1.83M	Sell	114,276 -9,100	-7%	-$154K	﹤0.01%	1765
2019 Q1	$2.13M	Sell	123,376 -15,494	-11%	-$284K	﹤0.01%	1741
2018 Q4	$2.44M	Buy	138,870 +15,494	+13%	+$283K	﹤0.01%	1581
2018 Q3	$2.23M	Hold	123,376	–	–	﹤0.01%	1841
2018 Q2	$2.2M	Buy	123,376 +3,376	+3%	+$61.1K	﹤0.01%	1841
2018 Q1	$2.1M	Hold	120,000	–	–	﹤0.01%	1858
2017 Q4	$2.16M	Hold	120,000	–	–	﹤0.01%	1900
2017 Q3	$2.17M	Hold	120,000	–	–	﹤0.01%	1863
2017 Q2	$2.22M	Hold	120,000	–	–	﹤0.01%	1798
2017 Q1	$2.05M	Hold	120,000	–	–	﹤0.01%	1867
2016 Q4	$2.18M	Hold	120,000	–	–	﹤0.01%	1849
2016 Q3	$2.05M	Hold	120,000	–	–	﹤0.01%	1908
2016 Q2	$1.87M	Hold	120,000	–	–	﹤0.01%	1960
2016 Q1	$1.7M	Hold	120,000	–	–	﹤0.01%	1997
2015 Q4	$1.56M	Hold	120,000	–	–	﹤0.01%	2084
2015 Q3	$1.83M	Hold	120,000	–	–	﹤0.01%	1974
2015 Q2	$1.95M	Sell	120,000 -8,800	-7%	-$154K	﹤0.01%	2073
2015 Q1	$2.19M	Hold	128,800	–	–	﹤0.01%	2070
2014 Q4	$2.19M	Hold	128,800	–	–	﹤0.01%	2070
2014 Q3	$2.41M	Hold	128,800	–	–	﹤0.01%	1948
2014 Q2	$2.58M	Buy	128,800 +8,800	+7%	+$170K	﹤0.01%	1941
2014 Q1	$2.23M	Hold	120,000	–	–	﹤0.01%	2008
2013 Q4	$2.17M	Buy	+120,000	New	+$2.13M	﹤0.01%	2029

Other funds holding CHMI

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

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

Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return

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

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

&Partners Nashville, Tennessee $20.2B AUM 19.79% 1-Year Est. Return

PPA

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

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

California Public Employees Retirement System's CHMI Position: Q2 2021 in Review

California Public Employees Retirement System sold out of Cherry Hill Mortgage Investment Corp (CHMI) in Q2 2021, closing a stake of 30,900 shares — an estimated $289K sold.

California Public Employees Retirement System first reported a position in CHMI in Q4 2013 and held it in 30 quarters. The position peaked at $2.58M in Q2 2014. 64 funds tracked by Wall St. Rank hold CHMI as of Q2 2021.

California Public Employees Retirement System reported no remaining Cherry Hill Mortgage Investment Corp position as of Q2 2021 after selling out during the quarter.
California Public Employees Retirement System sold 30,900 Cherry Hill Mortgage Investment Corp shares in Q2 2021, an estimated $289K.
California Public Employees Retirement System first reported a position in Cherry Hill Mortgage Investment Corp in Q4 2013 and held it in 30 quarters.
California Public Employees Retirement System's Cherry Hill Mortgage Investment Corp position peaked at $2.58M in Q2 2014.
64 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q2 2021.

Based on California Public Employees Retirement System's 13F filing for Q2 2021, filed 13 Aug 2021.