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CHMI

Cherry Hill Mortgage Investment Corp

86 hedge funds and large institutions have $119M invested in Cherry Hill Mortgage Investment Corp in 2017 Q4 according to their latest regulatory filings, with 12 funds opening new positions, 27 increasing their positions, 32 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 9

4% more funds holding

Funds holding: 8386 (+3)

6.1% less ownership

Funds ownership: 58.04%51.94% (-6.1%)

11% less capital invested

Capital invested by funds: $134M → $119M (-$14.7M)

16% less repeat investments, than reductions

Existing positions increased: 27 | Existing positions reduced: 32

Holders
86
Holders Change
+3
Holders Change %
+3.61%
% of All Funds
1.95%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
12
Increased
27
Reduced
32
Closed
9
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$19.2M -$1.67M -91,350 -8%
BlackRock
2
BlackRock
New York
$16.6M -$1.17M -63,729 -6%
Vanguard Group
3
Vanguard Group
Pennsylvania
$9.21M -$426K -23,272 -4%
JP Morgan Chase
4
JP Morgan Chase
New York
$5.28M +$4.17M +227,511 +345%
JAM
5
Jacobs Asset Management
New York
$4.29M -$2.17M -118,394 -33%
CAM
6
ClariVest Asset Management
California
$3.92M -$47.6K -2,600 -1%
State Street
7
State Street
Massachusetts
$3.79M +$255K +13,939 +7%
Acadian Asset Management
8
Acadian Asset Management
Massachusetts
$3.31M -$2.9M -158,235 -46%
WAM
9
Wolverine Asset Management
Illinois
$3.16M -$5.44M -296,985 -63%
Prudential Financial
10
Prudential Financial
New Jersey
$2.88M +$1.22M +66,662 +72%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$2.86M -$434K -23,677 -13%
MAM
12
Martingale Asset Management
Massachusetts
$2.56M +$58.7K +3,207 +2%
Northern Trust
13
Northern Trust
Illinois
$2.47M +$2.71K +148 +0.1%
California Public Employees Retirement System
14
California Public Employees Retirement System
California
$2.16M
Morgan Stanley
15
Morgan Stanley
New York
$2M -$631K -34,421 -24%
Millennium Management
16
Millennium Management
New York
$1.97M -$900K -49,128 -31%
Invesco
17
Invesco
Georgia
$1.89M +$208K +11,379 +12%
Wells Fargo
18
Wells Fargo
California
$1.57M -$593K -32,391 -27%
Arrowstreet Capital
19
Arrowstreet Capital
Massachusetts
$1.55M +$348K +19,005 +28%
Bank of New York Mellon
20
Bank of New York Mellon
New York
$1.47M +$202K +11,047 +16%
D.E. Shaw & Co
21
D.E. Shaw & Co
New York
$1.28M +$973K +53,144 +294%
Jacobs Levy Equity Management
22
Jacobs Levy Equity Management
New Jersey
$1.25M +$421K +23,000 +50%
Deutsche Bank
23
Deutsche Bank
Germany
$1.23M -$849K -46,353 -40%
USAA
24
United Services Automobile Association
Texas
$1.11M +$108K +5,900 +11%
CHAM
25
Clear Harbor Asset Management
Connecticut
$1.1M -$12.9K -702 -1%

CHMI Hedge Fund Activity: Q4 2017 in Review

86 of the 4,410 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2017, worth a combined $119M — down 11% from $134M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new CHMI positions and 9 closed out — a net gain of 3 holders — while 27 added to existing stakes and 32 trimmed.

The largest buyer was JP Morgan Chase, adding an estimated $4.17M. The largest seller was Wolverine Asset Management, cutting an estimated $5.44M.

  • 86 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2017, up from 83 in Q3 2017.
  • Funds reported $119M of Cherry Hill Mortgage Investment Corp stock for Q4 2017, down 11% quarter-over-quarter.
  • 12 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2017 and 9 closed out, a net change of +3 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2017 was JP Morgan Chase, an estimated $4.17M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2017 was Wolverine Asset Management, an estimated $5.44M sold.

Based on aggregated 13F filings for Q4 2017.