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CHMI

Cherry Hill Mortgage Investment Corp

45 hedge funds and large institutions have $60.8M invested in Cherry Hill Mortgage Investment Corp in 2016 Q3 according to their latest regulatory filings, with 8 funds opening new positions, 16 increasing their positions, 13 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

23% more repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 13

8% more capital invested

Capital invested by funds: $56.5M → $60.8M (+$4.31M)

1.05% less ownership

Funds ownership: 48.23%47.19% (-1%)

6% less funds holding

Funds holding: 4845 (-3)

27% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 11

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
45
Holders Change
-3
Holders Change %
-6.25%
% of All Funds
1.2%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
8
Increased
16
Reduced
13
Closed
11
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$7.76M +$2.96M +184,070 +68%
JAM
2
Jacobs Asset Management
New York
$7.5M +$2M +123,958 +39%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.03M +$152K +9,467 +2%
MP
4
Mangrove Partners
Connecticut
$6.37M
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$5.22M +$505K +31,393 +11%
AllianceBernstein
6
AllianceBernstein
Tennessee
$3.8M -$489K -30,359 -12%
BFA
7
BlackRock Fund Advisors
California
$3.07M +$87.8K +5,454 +3%
Bank of America
8
Bank of America
North Carolina
$2.81M +$1.39M +86,358 +111%
California Public Employees Retirement System
9
California Public Employees Retirement System
California
$2.05M
CHAM
10
Clear Harbor Asset Management
Connecticut
$1.87M -$55K -3,415 -3%
PI
11
Putnam Investments
Massachusetts
$1.87M -$339K -21,035 -16%
Deutsche Bank
12
Deutsche Bank
Germany
$1.13M +$222K +13,765 +26%
CA
13
Continental Advisors
Utah
$1.1M -$2.8M -173,988 -73%
HIM
14
Hillsdale Investment Management
Ontario, Canada
$1.01M +$948K +58,900 New
Morgan Stanley
15
Morgan Stanley
New York
$863K +$384K +23,861 +90%
Royal Bank of Canada
16
Royal Bank of Canada
Ontario, Canada
$770K +$258K +16,000 +55%
Geode Capital Management
17
Geode Capital Management
Massachusetts
$725K +$21.9K +1,363 +3%
Goldman Sachs
18
Goldman Sachs
New York
$632K +$595K +36,938 New
Arrowstreet Capital
19
Arrowstreet Capital
Massachusetts
$553K +$520K +32,316 New
NFA
20
Nationwide Fund Advisors
Ohio
$542K +$49.9K +3,101 +11%
UBS Group
21
UBS Group
Switzerland
$535K
Northern Trust
22
Northern Trust
Illinois
$434K +$46.5K +2,888 +13%
JP Morgan Chase
23
JP Morgan Chase
New York
$393K +$324K +20,096 +693%
PPA
24
Parametric Portfolio Associates
Washington
$368K -$87.7K -5,447 -20%
BIT
25
BlackRock Institutional Trust
California
$321K +$215K +13,378 +249%

CHMI Hedge Fund Activity: Q3 2016 in Review

45 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q3 2016, worth a combined $60.8M — up 7.6% from $56.5M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of CHMI and 8 opened new positions — a net loss of 3 holders — while 13 trimmed existing stakes and 16 added.

The largest buyer was Renaissance Technologies, adding an estimated $2.96M. The largest seller was Wellington Management Group, exiting entirely with an estimated $4.05M sold.

  • 45 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q3 2016, down from 48 in Q2 2016.
  • Funds reported $60.8M of Cherry Hill Mortgage Investment Corp stock for Q3 2016, up 7.6% quarter-over-quarter.
  • 8 funds opened new Cherry Hill Mortgage Investment Corp positions in Q3 2016 and 11 closed out, a net change of -3 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q3 2016 was Renaissance Technologies, an estimated $2.96M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q3 2016 was Wellington Management Group, an estimated $4.05M sold.

Based on aggregated 13F filings for Q3 2016.