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CHMI

Cherry Hill Mortgage Investment Corp

39 hedge funds and large institutions have $76.4M invested in Cherry Hill Mortgage Investment Corp in 2014 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 15 increasing their positions, 11 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

36% more repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 11

3% less capital invested

Capital invested by funds: $79.1M → $76.4M (-$2.67M)

1.15% less ownership

Funds ownership: 56.3%55.16% (-1.1%)

5% less funds holding

Funds holding: 4139 (-2)

20% less first-time investments, than exits

New positions opened: 4 | Existing positions closed: 5

Holders
39
Holders Change
-2
Holders Change %
-4.88%
% of All Funds
1.04%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
4
Increased
15
Reduced
11
Closed
5
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
HCS
1
Harvest Capital Strategies
California
$8.22M -$287K -15,478 -3%
AllianceBernstein
2
AllianceBernstein
Tennessee
$6.84M +$1.96M +106,048 +40%
Wellington Management Group
3
Wellington Management Group
Massachusetts
$6.11M -$4.25M -229,400 -41%
HCM
4
Hilton Capital Management
New York
$5.62M +$161K +8,715 +3%
PI
5
Putnam Investments
Massachusetts
$5.46M +$79.7K +4,300 +1%
Vanguard Group
6
Vanguard Group
Pennsylvania
$5.15M +$423K +22,846 +9%
CA
7
Continental Advisors
Utah
$4.68M +$37.4K +2,016 +0.8%
CCM
8
Castine Capital Management
Massachusetts
$3.8M
Citadel Advisors
9
Citadel Advisors
Florida
$3.25M -$917K -49,516 -22%
WA
10
Whitebox Advisors
Minnesota
$2.94M -$399K -21,526 -12%
Acadian Asset Management
11
Acadian Asset Management
Massachusetts
$2.81M +$1.92M +103,527 +214%
MP
12
Mangrove Partners
Connecticut
$2.8M +$85.2K +4,600 +3%
Morgan Stanley
13
Morgan Stanley
New York
$2.51M -$326K -17,595 -11%
YMRC
14
Yorktown Management & Research Company
Virginia
$2.42M
California Public Employees Retirement System
15
California Public Employees Retirement System
California
$2.19M
Invesco
16
Invesco
Georgia
$1.55M -$150K -8,099 -9%
CHAM
17
Clear Harbor Asset Management
Connecticut
$1.34M +$500K +26,995 +59%
NFA
18
Nationwide Fund Advisors
Ohio
$1.2M
BFA
19
BlackRock Fund Advisors
California
$988K +$564K +30,456 +133%
BGIM
20
Brandywine Global Investment Management
Pennsylvania
$730K -$318K -17,150 -30%
UBS Group
21
UBS Group
Switzerland
$729K +$730K +39,420 New
Geode Capital Management
22
Geode Capital Management
Massachusetts
$708K
IPC
23
Independent Portfolio Consultants
Florida
$666K +$593K +32,000 +796%
Two Sigma Advisers
24
Two Sigma Advisers
New York
$571K -$656K -35,400 -53%
SCM
25
Sandler Capital Management
New York
$539K +$169K +9,125 +46%

CHMI Hedge Fund Activity: Q4 2014 in Review

39 of the 3,750 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2014, worth a combined $76.4M — down 3.4% from $79.1M a quarter earlier.

Sellers outnumbered buyers: 5 funds closed out of CHMI and 4 opened new positions — a net loss of 1 holder — while 11 trimmed existing stakes and 15 added.

The largest buyer was AllianceBernstein, adding an estimated $1.96M. The largest seller was Wellington Management Group, cutting an estimated $4.25M.

  • 39 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2014, down from 41 in Q3 2014.
  • Funds reported $76.4M of Cherry Hill Mortgage Investment Corp stock for Q4 2014, down 3.4% quarter-over-quarter.
  • 4 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2014 and 5 closed out, a net change of -1 holder.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2014 was AllianceBernstein, an estimated $1.96M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2014 was Wellington Management Group, an estimated $4.25M sold.

Based on aggregated 13F filings for Q4 2014.