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CHMI

Cherry Hill Mortgage Investment Corp

47 hedge funds and large institutions have $24.6M invested in Cherry Hill Mortgage Investment Corp in 2022 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 21 increasing their positions, 9 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

3,100% more call options, than puts

Call options by funds: $320K | Put options by funds: $10K

133% more repeat investments, than reductions

Existing positions increased: 21 | Existing positions reduced: 9

2.23% less ownership

Funds ownership: 22.56%20.33% (-2.2%)

10% less funds holding

Funds holding: 5247 (-5)

21% less capital invested

Capital invested by funds: $31.2M → $24.6M (-$6.62M)

40% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 10

Holders
47
Holders Change
-5
Holders Change %
-9.62%
% of All Funds
0.79%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
21
Reduced
9
Closed
10
Calls
$320K
Puts
$10K
Net Calls
+$310K
Net Calls Change
+$310K
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
1
Renaissance Technologies
New York
$5.36M +$318K +46,100 +6%
Vanguard Group
2
Vanguard Group
Pennsylvania
$4.7M +$1.39M +201,517 +38%
BlackRock
3
BlackRock
New York
$2.26M -$2.16M -313,252 -47%
Two Sigma Advisers
4
Two Sigma Advisers
New York
$1.86M -$264K -38,300 -12%
Two Sigma Investments
5
Two Sigma Investments
New York
$1.56M -$406K -58,900 -19%
KPW
6
Kore Private Wealth
New York
$1.24M +$426K +61,775 +47%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$1.03M -$145K -21,044 -12%
LPL Financial
8
LPL Financial
California
$832K +$156K +22,697 +21%
Millennium Management
9
Millennium Management
New York
$829K +$95.5K +13,866 +12%
Morgan Stanley
10
Morgan Stanley
New York
$806K +$781K +113,377 +911%
GCM
11
Gables Capital Management
Florida
$433K -$3.5K -508 -0.7%
State Street
12
State Street
Massachusetts
$399K +$53.7K +7,800 +15%
Invesco
13
Invesco
Georgia
$382K +$79.9K +11,595 +24%
OSAM
14
O'Shaughnessy Asset Management
Connecticut
$323K +$31.6K +4,593 +10%
PCM
15
Penserra Capital Management
California
$273K +$68.4K +9,933 +30%
Northern Trust
16
Northern Trust
Illinois
$256K +$5.07K +735 +2%
UBS Group
17
UBS Group
Switzerland
$254K +$6.68K +969 +3%
SSA
18
Schonfeld Strategic Advisors
New York
$202K +$113K +16,400 +108%
ASN
19
Advisory Services Network
Georgia
$180K
Bank of America
20
Bank of America
North Carolina
$152K +$124K +17,963 +303%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$144K
RWM
22
Ritholtz Wealth Management
New York
$130K -$8.53K -1,238 -6%
T. Rowe Price Associates
23
T. Rowe Price Associates
Maryland
$128K +$6.52K +946 +5%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$108K +$1.12K +163 +1%
Goldman Sachs
25
Goldman Sachs
New York
$99K +$107K +15,515 New

CHMI Hedge Fund Activity: Q2 2022 in Review

47 of the 5,936 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q2 2022, worth a combined $24.6M — down 21% from $31.2M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of CHMI and 6 opened new positions — a net loss of 4 holders — while 9 trimmed existing stakes and 21 added.

The largest buyer was Vanguard Group, adding an estimated $1.39M. The largest seller was BlackRock, cutting an estimated $2.16M.

  • 47 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q2 2022, down from 52 in Q1 2022.
  • Funds reported $24.6M of Cherry Hill Mortgage Investment Corp stock for Q2 2022, down 21% quarter-over-quarter.
  • 6 funds opened new Cherry Hill Mortgage Investment Corp positions in Q2 2022 and 10 closed out, a net change of -4 holders.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q2 2022 was Vanguard Group, an estimated $1.39M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q2 2022 was BlackRock, an estimated $2.16M sold.

Based on aggregated 13F filings for Q2 2022.