CHMI

Cherry Hill Mortgage Investment Corp
CHMI

Overview Fund Activity

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
Holders
80
Holders Change
-6
Holders Change %
-6.98%
% of All Funds
1.84%
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

1
Vanguard Group
Vanguard Group
Pennsylvania
+$2.44M
2
Prudential Financial
Prudential Financial
New Jersey
+$1.76M
3
MSL
Mackay Shields LLC
New York
+$1.56M
4
State Street
State Street
Massachusetts
+$1.49M
5
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
+$1.18M

Top Sellers

1
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$3.31M
2
Renaissance Technologies
Renaissance Technologies
New York
-$1.58M
3
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
-$1.55M
4
JAM
Jacobs Asset Management
New York
-$1.23M
5
CI
Cigna Investments
Connecticut
-$1.09M
Name Holding Trade Value Shares
Change 		Shares
Change %
Renaissance Technologies
1
Renaissance Technologies
New York
$17.1M -$1.58M -90,100 -8%
BlackRock
2
BlackRock
New York
$15.4M -$818K -46,628 -5%
Vanguard Group
3
Vanguard Group
Pennsylvania
$11.4M +$2.44M +139,387 +27%
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$6.33M +$1.18M +67,350 +23%
State Street
5
State Street
Massachusetts
$5.19M +$1.49M +85,033 +40%
Prudential Financial
6
Prudential Financial
New Jersey
$4.56M +$1.76M +100,400 +63%
WAM
7
Wolverine Asset Management
Illinois
$4.18M +$1.1M +62,511 +36%
CAM
8
ClariVest Asset Management
California
$3.4M -$424K -24,200 -11%
JAM
9
Jacobs Asset Management
New York
$2.95M -$1.23M -70,021 -29%
Geode Capital Management
10
Geode Capital Management
Massachusetts
$2.68M -$105K -5,998 -4%
MAM
11
Martingale Asset Management
Massachusetts
$2.65M +$151K +8,602 +6%
Northern Trust
12
Northern Trust
Illinois
$2.44M +$32K +1,827 +1%
California Public Employees Retirement System
13
California Public Employees Retirement System
California
$2.11M – – –
Invesco
14
Invesco
Georgia
$1.86M +$20.5K +1,169 +1%
GCM
15
Gables Capital Management
Florida
$1.7M +$1.7M +97,025 New
Jacobs Levy Equity Management
16
Jacobs Levy Equity Management
New Jersey
$1.56M +$349K +19,900 +29%
Wells Fargo
17
Wells Fargo
California
$1.56M +$28.6K +1,630 +2%
MSL
18
Mackay Shields LLC
New York
$1.56M +$1.56M +88,900 New
Bank of New York Mellon
19
Bank of New York Mellon
New York
$1.49M +$57.1K +3,256 +4%
Morgan Stanley
20
Morgan Stanley
New York
$1.31M -$639K -36,489 -33%
USAA
21
United Services Automobile Association
Texas
$1.24M +$164K +9,326 +15%
CHAM
22
Clear Harbor Asset Management
Connecticut
$1.11M +$34.9K +1,990 +3%
IP
23
Interval Partners
New York
$1.1M +$227K +12,959 +26%
D.E. Shaw & Co
24
D.E. Shaw & Co
New York
$985K -$264K -15,077 -21%
Millennium Management
25
Millennium Management
New York
$877K -$1.04M -59,361 -54%
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