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CHMI

Cherry Hill Mortgage Investment Corp

75 hedge funds and large institutions have $65.7M invested in Cherry Hill Mortgage Investment Corp in 2020 Q4 according to their latest regulatory filings, with 8 funds opening new positions, 27 increasing their positions, 23 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% more repeat investments, than reductions

Existing positions increased: 27 | Existing positions reduced: 23

3.61% less ownership

Funds ownership: 45.65%42.05% (-3.6%)

6% less capital invested

Capital invested by funds: $70.1M → $65.7M (-$4.39M)

7% less funds holding

Funds holding: 8175 (-6)

43% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 14

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
75
Holders Change
-6
Holders Change %
-7.41%
% of All Funds
1.33%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
8
Increased
27
Reduced
23
Closed
14
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$14.6M +$157K +16,858 +1%
Renaissance Technologies
2
Renaissance Technologies
New York
$9.13M -$1.49M -159,609 -14%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.56M -$171K -18,294 -2%
State Street
4
State Street
Massachusetts
$6.04M -$605K -64,897 -9%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$2.21M +$78.1K +8,383 +4%
PPA
6
Parametric Portfolio Associates
Washington
$1.73M +$1.18K +127 +0.1%
P
7
&Partners
Tennessee
$1.64M -$27.1K -2,903 -2%
Northern Trust
8
Northern Trust
Illinois
$1.54M -$70.6K -7,574 -4%
Arrowstreet Capital
9
Arrowstreet Capital
Massachusetts
$1.51M -$1.63M -174,575 -51%
GPCM
10
Granite Point Capital Management
Massachusetts
$1.28M
Prudential Financial
11
Prudential Financial
New Jersey
$1.24M +$10.3K +1,100 +0.8%
MSL
12
Mackay Shields LLC
New York
$1.15M -$1.27M -136,700 -52%
Two Sigma Advisers
13
Two Sigma Advisers
New York
$1.05M +$477K +51,217 +80%
LPL Financial
14
LPL Financial
California
$949K +$864K +92,700 +832%
CS
15
Credit Suisse
Switzerland
$856K +$178K +19,129 +26%
Two Sigma Investments
16
Two Sigma Investments
New York
$844K +$469K +50,333 +120%
KPW
17
Kore Private Wealth
New York
$841K -$210K -22,504 -20%
GCM
18
Gables Capital Management
Florida
$782K
JP Morgan Chase
19
JP Morgan Chase
New York
$767K +$264K +28,367 +51%
Goldman Sachs
20
Goldman Sachs
New York
$755K +$563K +60,443 +273%
WG
21
Winton Group
United Kingdom
$683K -$1.1M -118,155 -61%
N
22
Nuveen
North Carolina
$683K +$20.2K +2,165 +3%
UBS Group
23
UBS Group
Switzerland
$527K +$382K +40,998 +246%
SFI
24
Susquehanna Fundamental Investments
Pennsylvania
$520K +$531K +56,922 New
Bank of New York Mellon
25
Bank of New York Mellon
New York
$480K -$30.3K -3,253 -6%

CHMI Hedge Fund Activity: Q4 2020 in Review

75 of the 5,651 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q4 2020, worth a combined $65.7M — down 6.3% from $70.1M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of CHMI and 8 opened new positions — a net loss of 6 holders — while 23 trimmed existing stakes and 27 added.

The largest buyer was LPL Financial, adding an estimated $864K. The largest seller was Arrowstreet Capital, cutting an estimated $1.63M.

  • 75 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q4 2020, down from 81 in Q3 2020.
  • Funds reported $65.7M of Cherry Hill Mortgage Investment Corp stock for Q4 2020, down 6.3% quarter-over-quarter.
  • 8 funds opened new Cherry Hill Mortgage Investment Corp positions in Q4 2020 and 14 closed out, a net change of -6 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q4 2020 was LPL Financial, an estimated $864K added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q4 2020 was Arrowstreet Capital, an estimated $1.63M sold.

Based on aggregated 13F filings for Q4 2020.