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CHMI

Cherry Hill Mortgage Investment Corp

44 hedge funds and large institutions have $86.7M invested in Cherry Hill Mortgage Investment Corp in 2014 Q2 according to their latest regulatory filings, with 12 funds opening new positions, 16 increasing their positions, 9 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

78% more repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 9

50% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 8

10% more funds holding

Funds holding: 4044 (+4)

2% less capital invested

Capital invested by funds: $88.1M → $86.7M (-$1.44M)

5.03% less ownership

Funds ownership: 62.61%57.58% (-5%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
44
Holders Change
+4
Holders Change %
+10%
% of All Funds
1.26%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
12
Increased
16
Reduced
9
Closed
8
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
1
Wellington Management Group
Massachusetts
$14.1M -$596K -30,900 -4%
HCS
2
Harvest Capital Strategies
California
$11.1M -$3.21M -166,527 -23%
BP
3
Boston Provident
New Jersey
$6.03M -$4.21M -218,279 -42%
PI
4
Putnam Investments
Massachusetts
$5.38M -$42.4K -2,200 -0.8%
CA
5
Continental Advisors
Utah
$5.03M
Citadel Advisors
6
Citadel Advisors
Florida
$4.51M -$239K -12,374 -5%
HCM
7
Hilton Capital Management
New York
$4.2M +$2.4M +124,302 +146%
CCM
8
Castine Capital Management
Massachusetts
$4.12M
WA
9
Whitebox Advisors
Minnesota
$3.16M +$899K +46,625 +42%
CC
10
Consector Capital
New York
$3.01M
MP
11
Mangrove Partners
Connecticut
$2.94M +$1.59M +82,639 +129%
California Public Employees Retirement System
12
California Public Employees Retirement System
California
$2.58M +$170K +8,800 +7%
Morgan Stanley
13
Morgan Stanley
New York
$2.53M +$1.21M +63,010 +100%
YMRC
14
Yorktown Management & Research Company
Virginia
$2.09M +$592K +30,710 +42%
Vanguard Group
15
Vanguard Group
Pennsylvania
$1.98M +$79.4K +4,121 +4%
AllianceBernstein
16
AllianceBernstein
Tennessee
$1.85M +$1.44M +74,820 +429%
NFA
17
Nationwide Fund Advisors
Ohio
$1.21M -$40.5K -2,100 -3%
BGIM
18
Brandywine Global Investment Management
Pennsylvania
$1.15M +$290K +15,040 +35%
Two Sigma Advisers
19
Two Sigma Advisers
New York
$1.05M +$1.01M +52,500 New
Two Sigma Investments
20
Two Sigma Investments
New York
$898K +$204K +10,605 +31%
CHAM
21
Clear Harbor Asset Management
Connecticut
$867K +$292K +15,130 +54%
Invesco
22
Invesco
Georgia
$802K +$771K +39,984 New
U
23
UBS
Switzerland
$784K +$176K +9,115 +30%
Geode Capital Management
24
Geode Capital Management
Massachusetts
$768K
Acadian Asset Management
25
Acadian Asset Management
Massachusetts
$708K +$682K +35,352 New

CHMI Hedge Fund Activity: Q2 2014 in Review

44 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q2 2014, worth a combined $86.7M — down 1.6% from $88.1M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new CHMI positions and 8 closed out — a net gain of 4 holders — while 16 added to existing stakes and 9 trimmed.

The largest buyer was Hilton Capital Management, adding an estimated $2.4M. The largest seller was Stieven Capital Advisors, exiting entirely with an estimated $6.47M sold.

  • 44 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q2 2014, up from 40 in Q1 2014.
  • Funds reported $86.7M of Cherry Hill Mortgage Investment Corp stock for Q2 2014, down 1.6% quarter-over-quarter.
  • 12 funds opened new Cherry Hill Mortgage Investment Corp positions in Q2 2014 and 8 closed out, a net change of +4 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q2 2014 was Hilton Capital Management, an estimated $2.4M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q2 2014 was Stieven Capital Advisors, an estimated $6.47M sold.

Based on aggregated 13F filings for Q2 2014.