CHMI

Cherry Hill Mortgage Investment Corp
CHMI

Overview Fund Activity

48 hedge funds and large institutions have $56.5M invested in Cherry Hill Mortgage Investment Corp in 2016 Q2 according to their latest regulatory filings, with 13 funds opening new positions, 12 increasing their positions, 12 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
48
Holders Change
+10
Holders Change %
+26.32%
% of All Funds
1.28%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.03%
New
13
Increased
12
Reduced
12
Closed
2
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$4.2M
2
Bank of America
2
Bank of America
North Carolina
$1.21M
3
Acadian Asset Management
3
Acadian Asset Management
Massachusetts
$4.26M
4
BFA
4
BlackRock Fund Advisors
California
$2.71M
5
Deutsche Bank
5
Deutsche Bank
Germany
$810K

Top Sellers

1
CCM
1
Castine Capital Management
Massachusetts
$2.26M
2
JAM
2
Jacobs Asset Management
New York
$4.89M
3
Citigroup
3
Citigroup
New York
$445K
4
CA
4
Continental Advisors
Utah
$3.71M
5
AllianceBernstein
5
AllianceBernstein
Tennessee
$3.93M
Name Holding Trade Value Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$6.25M +$33.7K +2,163 +0.5%
MP
2
Mangrove Partners
Connecticut
$5.8M +$196K +12,578 +3%
JAM
3
Jacobs Asset Management
New York
$4.89M -$2.24M -144,132 -31%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$4.26M +$1.01M +65,092 +31%
Renaissance Technologies
5
Renaissance Technologies
New York
$4.2M +$2.64M +169,500 +170%
Wellington Management Group
6
Wellington Management Group
Massachusetts
$4.05M – – –
AllianceBernstein
7
AllianceBernstein
Tennessee
$3.93M -$816K -52,393 -17%
CA
8
Continental Advisors
Utah
$3.71M -$1.16M -74,787 -24%
BFA
9
BlackRock Fund Advisors
California
$2.71M +$834K +53,543 +44%
CCM
10
Castine Capital Management
Massachusetts
$2.26M -$3.58M -230,100 -61%
PI
11
Putnam Investments
Massachusetts
$2.03M – – –
California Public Employees Retirement System
12
California Public Employees Retirement System
California
$1.87M – – –
CHAM
13
Clear Harbor Asset Management
Connecticut
$1.76M -$44.2K -2,837 -2%
Bank of America
14
Bank of America
North Carolina
$1.21M +$1.21M +77,821 New
YMRC
15
Yorktown Management & Research Company
Virginia
$989K – – –
Deutsche Bank
16
Deutsche Bank
Germany
$810K +$692K +44,506 +588%
Geode Capital Management
17
Geode Capital Management
Massachusetts
$639K – – –
UBS Group
18
UBS Group
Switzerland
$486K -$7K -450 -1%
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$452K – – –
Citigroup
20
Citigroup
New York
$445K -$1.34M -86,172 -75%
NFA
21
Nationwide Fund Advisors
Ohio
$445K – – –
PPA
22
Parametric Portfolio Associates
Washington
$420K +$179K +11,502 +74%
Morgan Stanley
23
Morgan Stanley
New York
$414K -$261K -16,780 -39%
Northern Trust
24
Northern Trust
Illinois
$350K +$903 +58 +0.3%
EA
25
Emerald Acquisition
Washington
$311K +$311K +19,981 New
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