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CHMI

Cherry Hill Mortgage Investment Corp

78 hedge funds and large institutions have $71.9M invested in Cherry Hill Mortgage Investment Corp in 2020 Q2 according to their latest regulatory filings, with 18 funds opening new positions, 31 increasing their positions, 26 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more first-time investments, than exits

New positions opened: 18 | Existing positions closed: 9

45% more capital invested

Capital invested by funds: $49.6M → $71.9M (+$22.3M)

19% more repeat investments, than reductions

Existing positions increased: 31 | Existing positions reduced: 26

13% more funds holding

Funds holding: 6978 (+9)

1.23% less ownership

Funds ownership: 47.8%46.57% (-1.2%)

Holders
78
Holders Change
+9
Holders Change %
+13.04%
% of All Funds
1.6%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
18
Increased
31
Reduced
26
Closed
9
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$14.1M -$541K -70,417 -4%
Vanguard Group
2
Vanguard Group
Pennsylvania
$10.6M -$1.33M -172,642 -13%
Renaissance Technologies
3
Renaissance Technologies
New York
$9.79M +$264K +34,335 +3%
State Street
4
State Street
Massachusetts
$6.83M +$449K +58,464 +9%
WG
5
Winton Group
United Kingdom
$3.52M +$1.56M +203,312 +108%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$2.17M -$53.4K -6,952 -3%
GPCM
7
Granite Point Capital Management
Massachusetts
$1.8M +$1.54M +200,000 New
Northern Trust
8
Northern Trust
Illinois
$1.67M -$29.5K -3,839 -2%
PPA
9
Parametric Portfolio Associates
Washington
$1.66M +$419K +54,532 +42%
P
10
&Partners
Tennessee
$1.56M +$864K +112,532 +186%
Arrowstreet Capital
11
Arrowstreet Capital
Massachusetts
$1.43M +$641K +83,438 +111%
Prudential Financial
12
Prudential Financial
New Jersey
$1.23M +$32.5K +4,233 +3%
KPW
13
Kore Private Wealth
New York
$1.03M +$54.6K +7,116 +7%
EMFAT
14
Emerald Mutual Fund Advisers Trust
Pennsylvania
$904K +$770K +100,270 New
MSL
15
Mackay Shields LLC
New York
$896K +$763K +99,300 New
GCM
16
Gables Capital Management
Florida
$776K +$23K +2,992 +4%
Citadel Advisors
17
Citadel Advisors
Florida
$684K -$140K -18,255 -19%
CS
18
Credit Suisse
Switzerland
$669K +$448K +58,381 +368%
Two Sigma Advisers
19
Two Sigma Advisers
New York
$606K +$15.4K +2,003 +3%
N
20
Nuveen
North Carolina
$561K -$415K -54,081 -47%
Millennium Management
21
Millennium Management
New York
$527K -$127K -16,492 -22%
Bank of New York Mellon
22
Bank of New York Mellon
New York
$507K -$336K -43,809 -44%
JP Morgan Chase
23
JP Morgan Chase
New York
$505K -$618K -80,482 -59%
ECM
24
ExodusPoint Capital Management
New York
$425K +$362K +47,088 New
FANJ
25
Financial Architects (New Jersey)
New Jersey
$412K +$6.87K +894 +2%

CHMI Hedge Fund Activity: Q2 2020 in Review

78 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q2 2020, worth a combined $71.9M — up 45% from $49.6M a quarter earlier.

Buyers outnumbered sellers: 18 funds opened new CHMI positions and 9 closed out — a net gain of 9 holders — while 31 added to existing stakes and 26 trimmed.

The largest buyer was Winton Group, adding an estimated $1.56M. The largest seller was Wolverine Asset Management, exiting entirely with an estimated $3.17M sold.

  • 78 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q2 2020, up from 69 in Q1 2020.
  • Funds reported $71.9M of Cherry Hill Mortgage Investment Corp stock for Q2 2020, up 45% quarter-over-quarter.
  • 18 funds opened new Cherry Hill Mortgage Investment Corp positions in Q2 2020 and 9 closed out, a net change of +9 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q2 2020 was Winton Group, an estimated $1.56M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q2 2020 was Wolverine Asset Management, an estimated $3.17M sold.

Based on aggregated 13F filings for Q2 2020.