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CHMI

Cherry Hill Mortgage Investment Corp
CHMI

80 hedge funds and large institutions have $112M invested in Cherry Hill Mortgage Investment Corp in 2018 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 30 increasing their positions, 24 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 24

1.9% less ownership

Funds ownership: 51.94% → 50.05% (-1.9%)

6% less capital invested

Capital invested by funds: $119M → $112M (-$7.22M)

7% less funds holding

Funds holding: 86 → 80 (-6)

36% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 14

Holders
80
Holders Change
-6
Holders Change %
-6.98%
% of All Funds
1.83%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
30
Reduced
24
Closed
14
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
+$2.38M
2
Prudential Financial
Prudential Financial
New Jersey
+$1.72M
3
MSL
Mackay Shields LLC
New York
+$1.52M
4
State Street
State Street
Massachusetts
+$1.45M
5
JP Morgan Chase
JP Morgan Chase
New York
+$1.15M

Top Sellers

Rank Fund Capital Flow
1
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$3.31M
2
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
-$1.55M
3
Renaissance Technologies
Renaissance Technologies
New York
-$1.54M
4
JAM
Jacobs Asset Management
New York
-$1.2M
5
CI
Cigna Investments
Connecticut
-$1.09M
Name Holding Trade Value Shares
Change 		Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$17.1M -$1.54M -90,100 -8%
BlackRock
2
BlackRock
New York
$15.4M -$797K -46,628 -5%
Vanguard Group
3
Vanguard Group
Pennsylvania
$11.4M +$2.38M +139,387 +27%
JP Morgan Chase
4
JP Morgan Chase
New York
$6.33M +$1.15M +67,350 +23%
State Street
5
State Street
Massachusetts
$5.19M +$1.45M +85,033 +40%
Prudential Financial
6
Prudential Financial
New Jersey
$4.56M +$1.72M +100,400 +63%
WAM
7
Wolverine Asset Management
Illinois
$4.18M +$1.07M +62,511 +36%
CAM
8
ClariVest Asset Management
California
$3.4M -$414K -24,200 -11%
JAM
9
Jacobs Asset Management
New York
$2.95M -$1.2M -70,021 -29%
Geode Capital Management
10
Geode Capital Management
Massachusetts
$2.68M -$102K -5,998 -4%
MAM
11
Martingale Asset Management
Massachusetts
$2.65M +$147K +8,602 +6%
Northern Trust
12
Northern Trust
Illinois
$2.44M +$31.2K +1,827 +1%
California Public Employees Retirement System
13
California Public Employees Retirement System
California
$2.1M – – –
Invesco
14
Invesco
Georgia
$1.86M +$20K +1,169 +1%
GCM
15
Gables Capital Management
Florida
$1.7M +$1.66M +97,025 New
Jacobs Levy Equity Management
16
Jacobs Levy Equity Management
New Jersey
$1.56M +$340K +19,900 +29%
Wells Fargo
17
Wells Fargo
California
$1.56M +$27.9K +1,630 +2%
MSL
18
Mackay Shields LLC
New York
$1.56M +$1.52M +88,900 New
Bank of New York Mellon
19
Bank of New York Mellon
New York
$1.49M +$55.6K +3,256 +4%
Morgan Stanley
20
Morgan Stanley
New York
$1.3M -$623K -36,489 -33%
USAA
21
United Services Automobile Association
Texas
$1.24M +$159K +9,326 +15%
CHAM
22
Clear Harbor Asset Management
Connecticut
$1.11M +$34K +1,990 +3%
IP
23
Interval Partners
New York
$1.1M +$221K +12,959 +26%
D.E. Shaw & Co
24
D.E. Shaw & Co
New York
$985K -$258K -15,077 -21%
Millennium Management
25
Millennium Management
New York
$877K -$1.01M -59,361 -54%
1
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CHMI Hedge Fund Activity: Q1 2018 in Review

80 of the 4,364 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q1 2018, worth a combined $112M — down 6.1% from $119M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of CHMI and 9 opened new positions — a net loss of 5 holders — while 24 trimmed existing stakes and 30 added.

The largest buyer was Vanguard Group, adding an estimated $2.38M. The largest seller was Acadian Asset Management, exiting entirely with an estimated $3.31M sold.

  • 80 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q1 2018, down from 86 in Q4 2017.
  • Funds reported $112M of Cherry Hill Mortgage Investment Corp stock for Q1 2018, down 6.1% quarter-over-quarter.
  • 9 funds opened new Cherry Hill Mortgage Investment Corp positions in Q1 2018 and 14 closed out, a net change of -5 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q1 2018 was Vanguard Group, an estimated $2.38M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q1 2018 was Acadian Asset Management, an estimated $3.31M sold.

Based on aggregated 13F filings for Q1 2018.