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CHMI

Cherry Hill Mortgage Investment Corp

85 hedge funds and large institutions have $166M invested in Cherry Hill Mortgage Investment Corp in 2018 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 42 increasing their positions, 21 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 21

2.18% more ownership

Funds ownership: 55.97%58.15% (+2.2%)

4% more capital invested

Capital invested by funds: $160M → $166M (+$6.85M)

9% less first-time investments, than exits

New positions opened: 10 | Existing positions closed: 11

2% less funds holding

Funds holding: 8785 (-2)

Holders
85
Holders Change
-2
Holders Change %
-2.3%
% of All Funds
1.94%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
10
Increased
42
Reduced
21
Closed
11
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$24.6M +$4.87M +265,645 +24%
Renaissance Technologies
2
Renaissance Technologies
New York
$22.9M +$1.4M +76,200 +6%
Vanguard Group
3
Vanguard Group
Pennsylvania
$18.2M +$3.5M +190,897 +23%
JP Morgan Chase
4
JP Morgan Chase
New York
$11M +$5.02M +273,835 +83%
JAM
5
Jacobs Asset Management
New York
$7.36M +$119K +6,500 +2%
State Street
6
State Street
Massachusetts
$7.22M +$851K +46,381 +13%
Connor, Clark & Lunn Investment Management (CC&L)
7
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$5.07M +$2.34M +127,481 +84%
Morgan Stanley
8
Morgan Stanley
New York
$4.68M -$219K -11,919 -4%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$4.67M -$68.8K -3,750 -1%
Prudential Financial
10
Prudential Financial
New Jersey
$4.3M -$289K -15,749 -6%
Millennium Management
11
Millennium Management
New York
$3.32M -$4.04M -220,395 -55%
Northern Trust
12
Northern Trust
Illinois
$3.32M +$569K +31,014 +20%
CAM
13
ClariVest Asset Management
California
$2.49M -$988K -53,900 -28%
Nordea Investment Management
14
Nordea Investment Management
Sweden
$2.49M +$2.53M +137,800 New
IP
15
Interval Partners
New York
$2.39M -$712K -38,834 -23%
Two Sigma Advisers
16
Two Sigma Advisers
New York
$2.29M -$728K -39,700 -24%
California Public Employees Retirement System
17
California Public Employees Retirement System
California
$2.23M
USAA
18
United Services Automobile Association
Texas
$2.21M +$53.2K +2,900 +2%
MAM
19
Martingale Asset Management
Massachusetts
$2.17M +$228K +12,423 +12%
Two Sigma Investments
20
Two Sigma Investments
New York
$1.97M -$1.12M -60,909 -36%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$1.85M +$240K +13,090 +15%
GCM
22
Gables Capital Management
Florida
$1.78M -$64.2K -3,500 -3%
Jacobs Levy Equity Management
23
Jacobs Levy Equity Management
New Jersey
$1.57M -$33K -1,800 -2%
MSL
24
Mackay Shields LLC
New York
$1.51M +$636K +34,700 +71%
Wells Fargo
25
Wells Fargo
California
$1.42M -$28.8K -1,572 -2%

CHMI Hedge Fund Activity: Q3 2018 in Review

85 of the 4,375 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q3 2018, worth a combined $166M — up 4.3% from $160M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of CHMI and 10 opened new positions — a net loss of 1 holder — while 21 trimmed existing stakes and 42 added.

The largest buyer was JP Morgan Chase, adding an estimated $5.02M. The largest seller was Wolverine Asset Management, cutting an estimated $5.04M.

  • 85 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q3 2018, down from 87 in Q2 2018.
  • Funds reported $166M of Cherry Hill Mortgage Investment Corp stock for Q3 2018, up 4.3% quarter-over-quarter.
  • 10 funds opened new Cherry Hill Mortgage Investment Corp positions in Q3 2018 and 11 closed out, a net change of -1 holder.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q3 2018 was JP Morgan Chase, an estimated $5.02M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q3 2018 was Wolverine Asset Management, an estimated $5.04M sold.

Based on aggregated 13F filings for Q3 2018.