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CHMI

Cherry Hill Mortgage Investment Corp
CHMI

80 hedge funds and large institutions have $112M invested in Cherry Hill Mortgage Investment Corp in 2018 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 30 increasing their positions, 24 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 24

1.9% less ownership

Funds ownership: 51.94% → 50.05% (-1.9%)

6% less capital invested

Capital invested by funds: $119M → $112M (-$7.22M)

7% less funds holding

Funds holding: 86 → 80 (-6)

36% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 14

Holders
80
Holders Change
-6
Holders Change %
-6.98%
% of All Funds
1.83%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
30
Reduced
24
Closed
14
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
+$2.38M
2
Prudential Financial
Prudential Financial
New Jersey
+$1.72M
3
MSL
Mackay Shields LLC
New York
+$1.52M
4
State Street
State Street
Massachusetts
+$1.45M
5
JP Morgan Chase
JP Morgan Chase
New York
+$1.15M

Top Sellers

Rank Fund Capital Flow
1
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$3.31M
2
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
-$1.55M
3
Renaissance Technologies
Renaissance Technologies
New York
-$1.54M
4
JAM
Jacobs Asset Management
New York
-$1.2M
5
CI
Cigna Investments
Connecticut
-$1.09M
Name Holding Trade Value Shares
Change 		Change in
Stake
MERSOM
26
Municipal Employees' Retirement System of Michigan
Michigan
$859K – – –
T. Rowe Price Associates
27
T. Rowe Price Associates
Maryland
$790K +$345K +20,171 +81%
Two Sigma Advisers
28
Two Sigma Advisers
New York
$768K +$29K +1,700 +4%
Russell Investments Group
29
Russell Investments Group
United Kingdom
$681K – – –
Royal Bank of Canada
30
Royal Bank of Canada
Ontario, Canada
$653K – – –
Ameriprise
31
Ameriprise
Minnesota
$622K +$33.1K +1,939 +6%
Balyasny Asset Management
32
Balyasny Asset Management
Illinois
$601K +$308K +18,000 +111%
TCIM
33
TIAA CREF Investment Management
New York
$561K +$68.9K +4,031 +14%
MPAM
34
Monarch Partners Asset Management
Massachusetts
$554K +$193K +11,320 +56%
Bessemer Group
35
Bessemer Group
New Jersey
$526K +$13.7K +800 +3%
Principal Financial Group
36
Principal Financial Group
Iowa
$514K +$46.5K +2,723 +10%
CC
37
Cannell Capital
Wyoming
$506K – – –
Deutsche Bank
38
Deutsche Bank
Germany
$491K -$691K -40,446 -59%
UBS Group
39
UBS Group
Switzerland
$466K -$106K -6,195 -19%
QSS
40
Quantitative Systematic Strategies
Florida
$442K +$53.6K +3,134 +14%
GC
41
Globeflex Capital
California
$440K – – –
Thrivent Financial for Lutherans
42
Thrivent Financial for Lutherans
Minnesota
$416K +$56.1K +3,285 +16%
Two Sigma Investments
43
Two Sigma Investments
New York
$376K -$531K -31,078 -59%
Goldman Sachs
44
Goldman Sachs
New York
$374K -$555K -32,461 -60%
TA
45
Teachers Advisors
New York
$369K – – –
QI
46
QS Investors
New York
$360K +$97.6K +5,714 +39%
Charles Schwab
47
Charles Schwab
California
$336K – – –
California State Teachers Retirement System (CalSTRS)
48
California State Teachers Retirement System (CalSTRS)
California
$313K -$13.7K -800 -4%
New York State Common Retirement Fund
49
New York State Common Retirement Fund
New York
$221K – – –
DTL
50
Dynamic Technology Lab
Singapore
$218K +$212K +12,407 New
1
2
3 4

CHMI Hedge Fund Activity: Q1 2018 in Review

80 of the 4,364 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q1 2018, worth a combined $112M — down 6.1% from $119M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of CHMI and 9 opened new positions — a net loss of 5 holders — while 24 trimmed existing stakes and 30 added.

The largest buyer was Vanguard Group, adding an estimated $2.38M. The largest seller was Acadian Asset Management, exiting entirely with an estimated $3.31M sold.

  • 80 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q1 2018, down from 86 in Q4 2017.
  • Funds reported $112M of Cherry Hill Mortgage Investment Corp stock for Q1 2018, down 6.1% quarter-over-quarter.
  • 9 funds opened new Cherry Hill Mortgage Investment Corp positions in Q1 2018 and 14 closed out, a net change of -5 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q1 2018 was Vanguard Group, an estimated $2.38M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q1 2018 was Acadian Asset Management, an estimated $3.31M sold.

Based on aggregated 13F filings for Q1 2018.