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CHMI

Cherry Hill Mortgage Investment Corp

83 hedge funds and large institutions have $134M invested in Cherry Hill Mortgage Investment Corp in 2017 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 29 increasing their positions, 33 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 8

1% more funds holding

Funds holding: 8283 (+1)

3.95% less ownership

Funds ownership: 62%58.04% (-4%)

8% less capital invested

Capital invested by funds: $145M → $134M (-$11.9M)

12% less repeat investments, than reductions

Existing positions increased: 29 | Existing positions reduced: 33

Holders
83
Holders Change
+1
Holders Change %
+1.22%
% of All Funds
2.07%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
10
Increased
29
Reduced
33
Closed
8
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$21M +$479K +25,650 +2%
BlackRock
2
BlackRock
New York
$17.9M -$2.8M -149,798 -13%
Vanguard Group
3
Vanguard Group
Pennsylvania
$9.69M -$155K -8,315 -2%
WAM
4
Wolverine Asset Management
Illinois
$8.55M +$2.65M +141,897 +43%
JAM
5
Jacobs Asset Management
New York
$6.46M -$1.97M -105,322 -23%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$6.19M -$3.02M -161,833 -32%
CAM
7
ClariVest Asset Management
California
$4M +$105K +5,600 +3%
State Street
8
State Street
Massachusetts
$3.56M +$1.18M +63,386 +47%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$3.31M +$899K +48,148 +36%
Goldman Sachs
10
Goldman Sachs
New York
$3.22M +$122K +6,544 +4%
Millennium Management
11
Millennium Management
New York
$2.87M -$6.19M -331,760 -68%
Morgan Stanley
12
Morgan Stanley
New York
$2.63M -$773K -41,407 -22%
MAM
13
Martingale Asset Management
Massachusetts
$2.52M +$1.44M +77,007 +124%
Northern Trust
14
Northern Trust
Illinois
$2.48M +$57.8K +3,093 +2%
California Public Employees Retirement System
15
California Public Employees Retirement System
California
$2.17M
Wells Fargo
16
Wells Fargo
California
$2.17M +$2.03M +108,698 +995%
Deutsche Bank
17
Deutsche Bank
Germany
$2.08M -$1.65M -88,576 -44%
Invesco
18
Invesco
Georgia
$1.69M +$611K +32,730 +54%
Prudential Financial
19
Prudential Financial
New Jersey
$1.69M +$1.08M +57,900 +164%
OAM
20
Oxford Asset Management
United Kingdom
$1.45M -$796K -42,642 -35%
MC
21
Menta Capital
California
$1.41M -$245K -13,100 -14%
Bank of New York Mellon
22
Bank of New York Mellon
New York
$1.27M +$15K +804 +1%
CCMH
23
Cornerstone Capital Management Holdings
New York
$1.24M +$975K +52,200 +314%
Arrowstreet Capital
24
Arrowstreet Capital
Massachusetts
$1.21M -$525K -28,093 -30%
JP Morgan Chase
25
JP Morgan Chase
New York
$1.2M -$1.2M -64,172 -49%

CHMI Hedge Fund Activity: Q3 2017 in Review

83 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q3 2017, worth a combined $134M — down 8.2% from $145M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new CHMI positions and 8 closed out — a net gain of 2 holders — while 29 added to existing stakes and 33 trimmed.

The largest buyer was Wolverine Asset Management, adding an estimated $2.65M. The largest seller was Millennium Management, cutting an estimated $6.19M.

  • 83 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q3 2017, up from 82 in Q2 2017.
  • Funds reported $134M of Cherry Hill Mortgage Investment Corp stock for Q3 2017, down 8.2% quarter-over-quarter.
  • 10 funds opened new Cherry Hill Mortgage Investment Corp positions in Q3 2017 and 8 closed out, a net change of +2 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q3 2017 was Wolverine Asset Management, an estimated $2.65M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q3 2017 was Millennium Management, an estimated $6.19M sold.

Based on aggregated 13F filings for Q3 2017.