CHMI

Cherry Hill Mortgage Investment Corp
CHMI

Overview Fund Activity

38 hedge funds and large institutions have $53M invested in Cherry Hill Mortgage Investment Corp in 2016 Q1 according to their latest regulatory filings, with 3 funds opening new positions, 14 increasing their positions, 13 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
38
Holders Change
+1
Holders Change %
+2.7%
% of All Funds
1.01%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
3
Increased
14
Reduced
13
Closed
2
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
MP
Mangrove Partners
Connecticut
$5.1M
2
JAM
Jacobs Asset Management
New York
$6.49M
3
CCM
Castine Capital Management
Massachusetts
$5.31M
4
Vanguard Group
Vanguard Group
Pennsylvania
$5.65M
5
Citigroup
Citigroup
New York
$1.63M

Top Sellers

1
AllianceBernstein
AllianceBernstein
Tennessee
$4.32M
2
WAM
Wolverine Asset Management
Illinois
$54K
3
Citadel Advisors
Citadel Advisors
Florida
$0
4
BFA
BlackRock Fund Advisors
California
$1.71M
5
Deutsche Bank
Deutsche Bank
Germany
$107K
Name Holding Trade Value Shares
Change 		Shares
Change %
JAM
1
Jacobs Asset Management
New York
$6.49M +$1.63M +114,819 +33%
Vanguard Group
2
Vanguard Group
Pennsylvania
$5.65M +$693K +48,962 +14%
CCM
3
Castine Capital Management
Massachusetts
$5.31M +$1.57M +110,863 +42%
MP
4
Mangrove Partners
Connecticut
$5.1M +$1.87M +131,972 +58%
CA
5
Continental Advisors
Utah
$4.43M – – –
AllianceBernstein
6
AllianceBernstein
Tennessee
$4.32M -$2.75M -194,455 -39%
Wellington Management Group
7
Wellington Management Group
Massachusetts
$3.68M – – –
Acadian Asset Management
8
Acadian Asset Management
Massachusetts
$2.96M -$209K -14,775 -7%
PI
9
Putnam Investments
Massachusetts
$1.85M -$145K -10,246 -7%
BFA
10
BlackRock Fund Advisors
California
$1.71M -$381K -26,934 -18%
California Public Employees Retirement System
11
California Public Employees Retirement System
California
$1.7M – – –
CHAM
12
Clear Harbor Asset Management
Connecticut
$1.64M +$158K +11,147 +11%
Citigroup
13
Citigroup
New York
$1.63M +$620K +43,757 +62%
Renaissance Technologies
14
Renaissance Technologies
New York
$1.42M +$70.9K +5,008 +5%
YMRC
15
Yorktown Management & Research Company
Virginia
$899K -$92K -6,500 -9%
Morgan Stanley
16
Morgan Stanley
New York
$615K +$153K +10,791 +33%
UBS Group
17
UBS Group
Switzerland
$449K -$2.69K -190 -0.6%
Royal Bank of Canada
18
Royal Bank of Canada
Ontario, Canada
$410K +$25.4K +1,797 +7%
NFA
19
Nationwide Fund Advisors
Ohio
$405K +$24.8K +1,746 +7%
Northern Trust
20
Northern Trust
Illinois
$317K -$1.41K -100 -0.4%
LTFS
21
Ladenburg Thalmann Financial Services
Florida
$267K -$36.8K -2,600 -12%
Jacobs Levy Equity Management
22
Jacobs Levy Equity Management
New Jersey
$263K +$263K +18,557 New
PPA
23
Parametric Portfolio Associates
Washington
$219K +$60.6K +4,279 +38%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$206K – – –
RFC
25
Russell Frank Company
Washington
$192K +$168K +11,814 +695%
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