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CHMI

Cherry Hill Mortgage Investment Corp

45 hedge funds and large institutions have $66.8M invested in Cherry Hill Mortgage Investment Corp in 2016 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 14 increasing their positions, 17 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more first-time investments, than exits

New positions opened: 4 | Existing positions closed: 3

10% more capital invested

Capital invested by funds: $60.8M → $66.8M (+$5.96M)

1.55% more ownership

Funds ownership: 47.19%48.73% (+1.5%)

0% more funds holding

Funds holding: 4545 (0)

18% less repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 17

Holders
45
Holders Change
Holders Change %
0%
% of All Funds
1.13%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
4
Increased
14
Reduced
17
Closed
3
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$10.7M +$2.32M +134,530 +30%
JAM
2
Jacobs Asset Management
New York
$8.58M +$583K +33,842 +8%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.75M +$261K +15,149 +4%
MP
4
Mangrove Partners
Connecticut
$6.77M
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$5.54M -$9.18K -533 -0.2%
AllianceBernstein
6
AllianceBernstein
Tennessee
$4.01M -$27.9K -1,620 -0.7%
BFA
7
BlackRock Fund Advisors
California
$3.13M -$125K -7,231 -4%
Bank of America
8
Bank of America
North Carolina
$2.6M -$367K -21,327 -13%
California Public Employees Retirement System
9
California Public Employees Retirement System
California
$2.18M
PI
10
Putnam Investments
Massachusetts
$2.01M +$22.4K +1,300 +1%
CHAM
11
Clear Harbor Asset Management
Connecticut
$1.76M -$221K -12,825 -12%
Morgan Stanley
12
Morgan Stanley
New York
$1.43M +$483K +28,041 +56%
Deutsche Bank
13
Deutsche Bank
Germany
$1.24M +$40.4K +2,347 +4%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$867K +$91.5K +5,312 +13%
HIM
15
Hillsdale Investment Management
Ontario, Canada
$828K -$231K -13,400 -23%
Goldman Sachs
16
Goldman Sachs
New York
$772K +$95.1K +5,526 +15%
Royal Bank of Canada
17
Royal Bank of Canada
Ontario, Canada
$659K -$152K -8,800 -20%
Millennium Management
18
Millennium Management
New York
$657K +$368K +21,372 +145%
MERSOM
19
Municipal Employees' Retirement System of Michigan
Michigan
$618K +$585K +33,960 New
NFA
20
Nationwide Fund Advisors
Ohio
$576K
BIT
21
BlackRock Institutional Trust
California
$516K +$166K +9,627 +51%
Northern Trust
22
Northern Trust
Illinois
$439K -$21.5K -1,246 -5%
UBS Group
23
UBS Group
Switzerland
$426K -$135K -7,850 -25%
PPA
24
Parametric Portfolio Associates
Washington
$347K -$42.1K -2,445 -11%
JP Morgan Chase
25
JP Morgan Chase
New York
$321K -$91.7K -5,326 -23%

CHMI Hedge Fund Activity: Q4 2016 in Review

45 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2016, worth a combined $66.8M — up 9.8% from $60.8M a quarter earlier.

Buyers outnumbered sellers: 4 funds opened new CHMI positions and 3 closed out — a net gain of 1 holder — while 14 added to existing stakes and 17 trimmed.

The largest buyer was Renaissance Technologies, adding an estimated $2.32M. The largest seller was Continental Advisors, exiting entirely with an estimated $1.1M sold.

  • 45 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2016, unchanged from Q3 2016.
  • Funds reported $66.8M of Cherry Hill Mortgage Investment Corp stock for Q4 2016, up 9.8% quarter-over-quarter.
  • 4 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2016 and 3 closed out, a net change of +1 holder.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2016 was Renaissance Technologies, an estimated $2.32M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2016 was Continental Advisors, an estimated $1.1M sold.

Based on aggregated 13F filings for Q4 2016.