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CHMI

Cherry Hill Mortgage Investment Corp

81 hedge funds and large institutions have $70.1M invested in Cherry Hill Mortgage Investment Corp in 2020 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 23 increasing their positions, 33 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

43% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 7

4% more funds holding

Funds holding: 7881 (+3)

0.92% less ownership

Funds ownership: 46.57%45.65% (-0.92%)

2% less capital invested

Capital invested by funds: $71.9M → $70.1M (-$1.74M)

30% less repeat investments, than reductions

Existing positions increased: 23 | Existing positions reduced: 33

Holders
81
Holders Change
+3
Holders Change %
+3.85%
% of All Funds
1.63%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
10
Increased
23
Reduced
33
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$14.2M +$212K +22,641 +1%
Renaissance Technologies
2
Renaissance Technologies
New York
$10.4M +$684K +73,009 +7%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.59M -$3.11M -331,701 -28%
State Street
4
State Street
Massachusetts
$6.53M -$272K -28,985 -4%
Arrowstreet Capital
5
Arrowstreet Capital
Massachusetts
$3.05M +$1.7M +181,349 +114%
MSL
6
Mackay Shields LLC
New York
$2.36M +$1.53M +163,700 +165%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$2.09M -$66.8K -7,122 -3%
WG
8
Winton Group
United Kingdom
$1.73M -$1.85M -197,920 -51%
PPA
9
Parametric Portfolio Associates
Washington
$1.7M +$50.4K +5,376 +3%
P
10
&Partners
Tennessee
$1.64M +$85.3K +9,100 +5%
Northern Trust
11
Northern Trust
Illinois
$1.58M -$83.7K -8,933 -5%
GPCM
12
Granite Point Capital Management
Massachusetts
$1.26M -$562K -60,000 -30%
Prudential Financial
13
Prudential Financial
New Jersey
$1.21M -$11.5K -1,222 -0.9%
KPW
14
Kore Private Wealth
New York
$1.03M -$3.04K -324 -0.3%
EMFAT
15
Emerald Mutual Fund Advisers Trust
Pennsylvania
$900K
GCM
16
Gables Capital Management
Florida
$768K -$4.78K -510 -0.6%
CS
17
Credit Suisse
Switzerland
$670K +$2.66K +284 +0.4%
N
18
Nuveen
North Carolina
$651K +$97.5K +10,400 +17%
Two Sigma Advisers
19
Two Sigma Advisers
New York
$577K -$28K -2,985 -4%
WAM
20
Wakefield Asset Management
Colorado
$557K +$582K +62,074 New
Citadel Advisors
21
Citadel Advisors
Florida
$552K -$135K -14,455 -19%
JP Morgan Chase
22
JP Morgan Chase
New York
$503K -$3.04K -324 -0.6%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$501K -$4.36K -465 -0.8%
WAM
24
Wolverine Asset Management
Illinois
$434K +$453K +48,334 New
FANJ
25
Financial Architects (New Jersey)
New Jersey
$410K

CHMI Hedge Fund Activity: Q3 2020 in Review

81 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q3 2020, worth a combined $70.1M — down 2.4% from $71.9M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new CHMI positions and 7 closed out — a net gain of 3 holders — while 23 added to existing stakes and 33 trimmed.

The largest buyer was Arrowstreet Capital, adding an estimated $1.7M. The largest seller was Vanguard Group, cutting an estimated $3.11M.

  • 81 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q3 2020, up from 78 in Q2 2020.
  • Funds reported $70.1M of Cherry Hill Mortgage Investment Corp stock for Q3 2020, down 2.4% quarter-over-quarter.
  • 10 funds opened new Cherry Hill Mortgage Investment Corp positions in Q3 2020 and 7 closed out, a net change of +3 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q3 2020 was Arrowstreet Capital, an estimated $1.7M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q3 2020 was Vanguard Group, an estimated $3.11M sold.

Based on aggregated 13F filings for Q3 2020.