PPA
CHMI

Parametric Portfolio Associates’s Cherry Hill Mortgage Investment Corp CHMI Stock Holding History

Parametric Portfolio Associates’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
2022
Q1 		$673K Sell
87,230
-25,015
-22% -$198K ﹤0.01% 2952
2021
Q4 		$928K Sell
112,245
-10,473
-9% -$92.7K ﹤0.01% 2813
2021
Q3 		$1.09M Sell
122,718
-36,320
-23% -$335K ﹤0.01% 2766
2021
Q2 		$1.57M Sell
159,038
-18,659
-11% -$185K ﹤0.01% 2571
2021
Q1 		$1.66M Sell
177,697
-11,408
-6% -$109K ﹤0.01% 2896
2020
Q4 		$1.73M Buy
189,105
+127
+0.1% +$1.18K ﹤0.01% 2759
2020
Q3 		$1.7M Buy
188,978
+5,376
+3% +$50.4K ﹤0.01% 2611
2020
Q2 		$1.66M Buy
183,602
+54,532
+42% +$419K ﹤0.01% 2612
2020
Q1 		$800K Buy
129,070
+73,786
+133% +$968K ﹤0.01% 2922
2019
Q4 		$807K Buy
55,284
+28,782
+109% +$403K ﹤0.01% 3165
2019
Q3 		$347K Buy
26,502
+7,148
+37% +$101K ﹤0.01% 3467
2019
Q2 		$310K Sell
19,354
-752
-4% -$12.8K ﹤0.01% 3568
2019
Q1 		$346K Buy
20,106
+2,076
+12% +$38.1K ﹤0.01% 3496
2018
Q4 		$316K Buy
18,030
+4,634
+35% +$84.6K ﹤0.01% 3500
2018
Q3 		$242K Buy
+13,396
New +$246K ﹤0.01% 3687
2018
Q1 		– Sell
-18,240
Closed -$328K – 3936
2017
Q4 		$328K Buy
18,240
+4,275
+31% +$78.3K ﹤0.01% 3531
2017
Q3 		$253K Buy
13,965
+817
+6% +$15.3K ﹤0.01% 3757
2017
Q2 		$243K Sell
13,148
-3,407
-21% -$60.9K ﹤0.01% 3733
2017
Q1 		$283K Sell
16,555
-2,514
-13% -$45.7K ﹤0.01% 3459
2016
Q4 		$347K Sell
19,069
-2,445
-11% -$42.1K ﹤0.01% 3354
2016
Q3 		$368K Sell
21,514
-5,447
-20% -$87.7K ﹤0.01% 3322
2016
Q2 		$420K Buy
26,961
+11,502
+74% +$172K ﹤0.01% 3285
2016
Q1 		$219K Buy
15,459
+4,279
+38% +$58.7K ﹤0.01% 3719
2015
Q4 		$145K Buy
+11,180
New +$163K ﹤0.01% 3808

Other funds holding CHMI

Renaissance Technologies
Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return
BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
Two Sigma Advisers
Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return
Two Sigma Investments
Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
KPW
Kore Private Wealth New York $554M AUM 17.38% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
LPL Financial
LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return
GCM
Gables Capital Management Miami, Florida $236M AUM 32.91% 1-Year Est. Return

Parametric Portfolio Associates's CHMI Position: Q1 2022 in Review

Parametric Portfolio Associates reduced its Cherry Hill Mortgage Investment Corp (CHMI) stake by 22% in Q1 2022, selling an estimated $198K and leaving 87,230 shares worth $673K. The position accounts for ﹤0.01% of the portfolio, ranked #2952.

Parametric Portfolio Associates first reported a position in CHMI in Q4 2015 and has held it in 24 quarters since. The position peaked at $1.73M in Q4 2020. 52 funds tracked by Wall St. Rank hold CHMI as of Q1 2022.

  • Parametric Portfolio Associates held 87,230 shares of Cherry Hill Mortgage Investment Corp worth $673K as of Q1 2022.
  • Parametric Portfolio Associates sold 25,015 Cherry Hill Mortgage Investment Corp shares in Q1 2022, an estimated $198K.
  • Cherry Hill Mortgage Investment Corp made up ﹤0.01% of Parametric Portfolio Associates's portfolio in Q1 2022, its #2952 holding.
  • Parametric Portfolio Associates first reported a position in Cherry Hill Mortgage Investment Corp in Q4 2015 and has held it in 24 quarters since.
  • Parametric Portfolio Associates's Cherry Hill Mortgage Investment Corp position peaked at $1.73M in Q4 2020.
  • 52 funds tracked by Wall St. Rank held Cherry Hill Mortgage Investment Corp as of Q1 2022.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.