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CHMI

Cherry Hill Mortgage Investment Corp
CHMI

77 hedge funds and large institutions have $120M invested in Cherry Hill Mortgage Investment Corp in 2019 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 29 increasing their positions, 30 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more capital invested

Capital invested by funds: $114M → $120M (+$6.14M)

3% less repeat investments, than reductions

Existing positions increased: 29 | Existing positions reduced: 30

2.78% less ownership

Funds ownership: 51.51% → 48.73% (-2.8%)

7% less funds holding

Funds holding: 83 → 77 (-6)

50% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 12

Holders
77
Holders Change
-6
Holders Change %
-7.23%
% of All Funds
1.52%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
6
Increased
29
Reduced
30
Closed
12
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
KIM
Kestrel Investment Management
California
+$2.15M
2
Renaissance Technologies
Renaissance Technologies
New York
+$1.59M
3
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
+$1.52M
4
BlackRock
BlackRock
New York
+$721K
5
Citadel Advisors
Citadel Advisors
Florida
+$703K

Top Sellers

Rank Fund Capital Flow
1
WAM
Wolverine Asset Management
Illinois
-$5.16M
2
Millennium Management
Millennium Management
New York
-$2.25M
3
Goldman Sachs
Goldman Sachs
New York
-$1.51M
4
JP Morgan Chase
JP Morgan Chase
New York
-$1.08M
5
Connor, Clark & Lunn Investment Management (CC&L)
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
-$968K
Name Holding Trade Value Shares
Change 		Change in
Stake
SGI
26
Summit Global Investments
Utah
$716K -$126K -9,000 -15%
Goldman Sachs
27
Goldman Sachs
New York
$680K -$1.51M -107,991 -70%
FANJ
28
Financial Architects (New Jersey)
New Jersey
$653K +$381K +27,261 +156%
Royal Bank of Canada
29
Royal Bank of Canada
Ontario, Canada
$624K +$16.7K +1,191 +3%
Charles Schwab
30
Charles Schwab
California
$608K +$36.1K +2,582 +7%
Two Sigma Advisers
31
Two Sigma Advisers
New York
$605K -$148K -10,600 -20%
ECM
32
ExodusPoint Capital Management
New York
$577K +$251K +17,927 +83%
WS
33
Wedbush Securities
California
$525K +$64K +4,576 +15%
First Trust Advisors
34
First Trust Advisors
Illinois
$510K -$9.57K -684 -2%
Invesco
35
Invesco
Georgia
$484K -$350K -25,056 -43%
Acadian Asset Management
36
Acadian Asset Management
Massachusetts
$484K – – –
Squarepoint
37
Squarepoint
New York
$445K -$64.7K -4,628 -13%
Ameriprise
38
Ameriprise
Minnesota
$416K -$4.85K -347 -1%
AC
39
Almitas Capital
California
$407K -$128K -9,182 -25%
Allianz Asset Management
40
Allianz Asset Management
Germany
$406K -$517 -37 -0.1%
RhumbLine Advisers
41
RhumbLine Advisers
Massachusetts
$385K +$5.59K +400 +2%
Morgan Stanley
42
Morgan Stanley
New York
$370K +$199K +14,213 +127%
SG Americas Securities
43
SG Americas Securities
New York
$355K +$5.12K +366 +2%
California State Teachers Retirement System (CalSTRS)
44
California State Teachers Retirement System (CalSTRS)
California
$352K – – –
Commonwealth Equity Services
45
Commonwealth Equity Services
Massachusetts
$336K -$45.7K -3,269 -12%
Nisa Investment Advisors
46
Nisa Investment Advisors
Missouri
$321K +$10.9K +780 +4%
AllianceBernstein
47
AllianceBernstein
Tennessee
$308K -$46.2K -3,300 -14%
WCM
48
Weld Capital Management
New York
$303K +$291K +20,790 New
QI
49
QS Investors
New York
$300K – – –
Russell Investments Group
50
Russell Investments Group
United Kingdom
$298K -$201K -14,350 -41%
1
2
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CHMI Hedge Fund Activity: Q4 2019 in Review

77 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2019, worth a combined $120M — up 5.4% from $114M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of CHMI and 6 opened new positions — a net loss of 6 holders — while 30 trimmed existing stakes and 29 added.

The largest buyer was Kestrel Investment Management, opening a new position worth an estimated $2.15M. The largest seller was Wolverine Asset Management, cutting an estimated $5.16M.

  • 77 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2019, down from 83 in Q3 2019.
  • Funds reported $120M of Cherry Hill Mortgage Investment Corp stock for Q4 2019, up 5.4% quarter-over-quarter.
  • 6 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2019 and 12 closed out, a net change of -6 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2019 was Kestrel Investment Management, an estimated $2.15M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2019 was Wolverine Asset Management, an estimated $5.16M sold.

Based on aggregated 13F filings for Q4 2019.