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CHMI

Cherry Hill Mortgage Investment Corp

77 hedge funds and large institutions have $120M invested in Cherry Hill Mortgage Investment Corp in 2019 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 29 increasing their positions, 30 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more capital invested

Capital invested by funds: $114M → $120M (+$6.14M)

3% less repeat investments, than reductions

Existing positions increased: 29 | Existing positions reduced: 30

2.78% less ownership

Funds ownership: 51.51%48.73% (-2.8%)

7% less funds holding

Funds holding: 8377 (-6)

50% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 12

Holders
77
Holders Change
-6
Holders Change %
-7.23%
% of All Funds
1.52%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
29
Reduced
30
Closed
12
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$23.2M +$721K +51,577 +3%
Vanguard Group
2
Vanguard Group
Pennsylvania
$16.3M -$591K -42,233 -4%
Renaissance Technologies
3
Renaissance Technologies
New York
$11.1M +$1.59M +113,800 +18%
State Street
4
State Street
Massachusetts
$7.79M +$184K +13,149 +3%
WAM
5
Wolverine Asset Management
Illinois
$6.29M -$5.16M -369,300 -46%
JP Morgan Chase
6
JP Morgan Chase
New York
$5.96M -$1.08M -77,058 -16%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$3.44M +$379K +27,083 +13%
Connor, Clark & Lunn Investment Management (CC&L)
8
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$3.24M -$968K -69,187 -24%
WG
9
Winton Group
United Kingdom
$3.04M -$315K -22,495 -10%
Northern Trust
10
Northern Trust
Illinois
$2.73M -$18K -1,286 -0.7%
Prudential Financial
11
Prudential Financial
New Jersey
$2.61M -$114K -8,165 -4%
N
12
Nuveen
North Carolina
$2.54M -$37.5K -2,679 -2%
KIM
13
Kestrel Investment Management
California
$2.25M +$2.15M +154,000 New
Millennium Management
14
Millennium Management
New York
$2.19M -$2.25M -160,738 -52%
California Public Employees Retirement System
15
California Public Employees Retirement System
California
$1.75M
KPW
16
Kore Private Wealth
New York
$1.59M +$98.1K +7,016 +7%
Arrowstreet Capital
17
Arrowstreet Capital
Massachusetts
$1.59M +$1.52M +108,673 New
Bank of New York Mellon
18
Bank of New York Mellon
New York
$1.47M +$29.3K +2,095 +2%
GCM
19
Gables Capital Management
Florida
$1.25M -$14K -1,000 -1%
Citadel Advisors
20
Citadel Advisors
Florida
$1.17M +$703K +50,288 +170%
UBS Group
21
UBS Group
Switzerland
$1.15M +$20.4K +1,456 +2%
CS
22
Credit Suisse
Switzerland
$918K +$42.3K +3,025 +5%
T. Rowe Price Associates
23
T. Rowe Price Associates
Maryland
$823K +$12.5K +891 +2%
PPA
24
Parametric Portfolio Associates
Washington
$807K +$403K +28,782 +109%
MPAM
25
Monarch Partners Asset Management
Massachusetts
$761K

CHMI Hedge Fund Activity: Q4 2019 in Review

77 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2019, worth a combined $120M — up 5.4% from $114M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of CHMI and 6 opened new positions — a net loss of 6 holders — while 30 trimmed existing stakes and 29 added.

The largest buyer was Kestrel Investment Management, opening a new position worth an estimated $2.15M. The largest seller was Wolverine Asset Management, cutting an estimated $5.16M.

  • 77 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2019, down from 83 in Q3 2019.
  • Funds reported $120M of Cherry Hill Mortgage Investment Corp stock for Q4 2019, up 5.4% quarter-over-quarter.
  • 6 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2019 and 12 closed out, a net change of -6 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2019 was Kestrel Investment Management, an estimated $2.15M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2019 was Wolverine Asset Management, an estimated $5.16M sold.

Based on aggregated 13F filings for Q4 2019.