CHMI

Cherry Hill Mortgage Investment Corp
CHMI

Overview Fund Activity

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
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
–

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$10.7M
2
MERSOM
2
Municipal Employees' Retirement System of Michigan
Michigan
$618K
3
JAM
3
Jacobs Asset Management
New York
$8.58M
4
Morgan Stanley
4
Morgan Stanley
New York
$1.43M
5
Millennium Management
5
Millennium Management
New York
$657K

Top Sellers

1
CA
1
Continental Advisors
Utah
$0
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
Bank of America
3
Bank of America
North Carolina
$2.6M
4
HIM
4
Hillsdale Investment Management
Ontario, Canada
$828K
5
CHAM
5
Clear Harbor Asset Management
Connecticut
$1.76M
Name Holding Trade Value Shares
Change 		Shares
Change %
Renaissance Technologies
1
Renaissance Technologies
New York
$10.7M +$2.45M +134,530 +30%
JAM
2
Jacobs Asset Management
New York
$8.58M +$616K +33,842 +8%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.75M +$276K +15,149 +4%
MP
4
Mangrove Partners
Connecticut
$6.77M – – –
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$5.54M -$9.69K -533 -0.2%
AllianceBernstein
6
AllianceBernstein
Tennessee
$4.01M -$29.5K -1,620 -0.7%
BFA
7
BlackRock Fund Advisors
California
$3.13M -$132K -7,231 -4%
Bank of America
8
Bank of America
North Carolina
$2.6M -$388K -21,327 -13%
California Public Employees Retirement System
9
California Public Employees Retirement System
California
$2.18M – – –
PI
10
Putnam Investments
Massachusetts
$2.01M +$23.6K +1,300 +1%
CHAM
11
Clear Harbor Asset Management
Connecticut
$1.76M -$233K -12,825 -12%
Morgan Stanley
12
Morgan Stanley
New York
$1.43M +$510K +28,041 +56%
Deutsche Bank
13
Deutsche Bank
Germany
$1.24M +$42.7K +2,347 +4%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$867K +$96.5K +5,312 +13%
HIM
15
Hillsdale Investment Management
Ontario, Canada
$828K -$244K -13,400 -23%
Goldman Sachs
16
Goldman Sachs
New York
$772K +$100K +5,526 +15%
Royal Bank of Canada
17
Royal Bank of Canada
Ontario, Canada
$659K -$160K -8,800 -20%
Millennium Management
18
Millennium Management
New York
$657K +$389K +21,372 +145%
MERSOM
19
Municipal Employees' Retirement System of Michigan
Michigan
$618K +$618K +33,960 New
NFA
20
Nationwide Fund Advisors
Ohio
$576K – – –
BIT
21
BlackRock Institutional Trust
California
$516K +$175K +9,627 +51%
Northern Trust
22
Northern Trust
Illinois
$439K -$22.7K -1,246 -5%
UBS Group
23
UBS Group
Switzerland
$426K -$143K -7,850 -25%
PPA
24
Parametric Portfolio Associates
Washington
$347K -$44.5K -2,445 -11%
JPMorgan Chase & Co
25
JPMorgan Chase & Co
New York
$321K -$96.8K -5,326 -23%
1
2