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CHMI

Cherry Hill Mortgage Investment Corp

87 hedge funds and large institutions have $160M invested in Cherry Hill Mortgage Investment Corp in 2018 Q2 according to their latest regulatory filings, with 15 funds opening new positions, 40 increasing their positions, 19 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

111% more repeat investments, than reductions

Existing positions increased: 40 | Existing positions reduced: 19

88% more first-time investments, than exits

New positions opened: 15 | Existing positions closed: 8

43% more capital invested

Capital invested by funds: $112M → $160M (+$48M)

9% more funds holding

Funds holding: 8087 (+7)

5.92% more ownership

Funds ownership: 50.05%55.97% (+5.9%)

Holders
87
Holders Change
+7
Holders Change %
+8.75%
% of All Funds
1.99%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
15
Increased
40
Reduced
19
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
$21.2M +$3.84M +212,200 +22%
BlackRock
2
BlackRock
New York
$19.6M +$3.92M +216,365 +25%
Vanguard Group
3
Vanguard Group
Pennsylvania
$14.6M +$2.99M +164,976 +25%
Millennium Management
4
Millennium Management
New York
$7.22M +$6.41M +354,071 +708%
JAM
5
Jacobs Asset Management
New York
$7.14M +$4.19M +231,660 +138%
State Street
6
State Street
Massachusetts
$6.29M +$1.02M +56,367 +19%
JP Morgan Chase
7
JP Morgan Chase
New York
$5.92M -$530K -29,289 -8%
WAM
8
Wolverine Asset Management
Illinois
$5.22M +$980K +54,116 +23%
Morgan Stanley
9
Morgan Stanley
New York
$4.83M +$3.55M +195,865 +263%
Geode Capital Management
10
Geode Capital Management
Massachusetts
$4.68M +$1.97M +109,007 +71%
Prudential Financial
11
Prudential Financial
New Jersey
$4.52M -$125K -6,904 -3%
CAM
12
ClariVest Asset Management
California
$3.42M -$39.8K -2,200 -1%
MWNA
13
Marshall Wace North America
New York
$3.35M +$3.4M +187,830 New
IP
14
Interval Partners
New York
$3.06M +$1.96M +108,148 +172%
Two Sigma Investments
15
Two Sigma Investments
New York
$3.04M +$2.69M +148,487 +692%
Two Sigma Advisers
16
Two Sigma Advisers
New York
$2.97M +$2.22M +122,469 +280%
Northern Trust
17
Northern Trust
Illinois
$2.73M +$246K +13,600 +10%
Connor, Clark & Lunn Investment Management (CC&L)
18
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$2.72M +$2.76M +152,335 New
D.E. Shaw & Co
19
D.E. Shaw & Co
New York
$2.47M +$1.49M +82,169 +146%
Deutsche Bank
20
Deutsche Bank
Germany
$2.44M +$1.97M +108,804 +387%
California Public Employees Retirement System
21
California Public Employees Retirement System
California
$2.2M +$61.1K +3,376 +3%
USAA
22
United Services Automobile Association
Texas
$2.13M +$878K +48,500 +68%
MAM
23
Martingale Asset Management
Massachusetts
$1.92M -$779K -43,047 -29%
GCM
24
Gables Capital Management
Florida
$1.82M +$83.3K +4,600 +5%
Bank of New York Mellon
25
Bank of New York Mellon
New York
$1.59M +$76.6K +4,233 +5%

CHMI Hedge Fund Activity: Q2 2018 in Review

87 of the 4,369 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q2 2018, worth a combined $160M — up 43% from $112M a quarter earlier.

Buyers outnumbered sellers: 15 funds opened new CHMI positions and 8 closed out — a net gain of 7 holders — while 40 added to existing stakes and 19 trimmed.

The largest buyer was Millennium Management, adding an estimated $6.41M. The largest seller was Invesco, cutting an estimated $1.16M.

  • 87 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q2 2018, up from 80 in Q1 2018.
  • Funds reported $160M of Cherry Hill Mortgage Investment Corp stock for Q2 2018, up 43% quarter-over-quarter.
  • 15 funds opened new Cherry Hill Mortgage Investment Corp positions in Q2 2018 and 8 closed out, a net change of +7 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q2 2018 was Millennium Management, an estimated $6.41M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q2 2018 was Invesco, an estimated $1.16M sold.

Based on aggregated 13F filings for Q2 2018.