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CHMI

Cherry Hill Mortgage Investment Corp

48 hedge funds and large institutions have $21.8M invested in Cherry Hill Mortgage Investment Corp in 2023 Q1 according to their latest regulatory filings, with 10 funds opening new positions, 14 increasing their positions, 14 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

22% more call options, than puts

Call options by funds: $268K | Put options by funds: $219K

0% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 14

9% less first-time investments, than exits

New positions opened: 10 | Existing positions closed: 11

3.91% less ownership

Funds ownership: 19.78%15.87% (-3.9%)

4% less funds holding

Funds holding: 5048 (-2)

9% less capital invested

Capital invested by funds: $24M → $21.8M (-$2.18M)

Holders
48
Holders Change
-2
Holders Change %
-4%
% of All Funds
0.76%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
10
Increased
14
Reduced
14
Closed
11
Calls
$268K
Puts
$219K
Net Calls
+$49K
Net Calls Change
-$207K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$5.63M +$1.08M +170,307 +20%
Renaissance Technologies
2
Renaissance Technologies
New York
$3.84M +$6.35K +1,000 +0.1%
BlackRock
3
BlackRock
New York
$1.98M +$17.6K +2,769 +0.8%
Corient Private Wealth
4
Corient Private Wealth
Florida
$1.29M -$231K -36,321 -13%
Two Sigma Advisers
5
Two Sigma Advisers
New York
$1.15M -$166K -26,100 -11%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$976K +$10K +1,577 +0.9%
Hudson Bay Capital Management
7
Hudson Bay Capital Management
Connecticut
$888K +$1.02M +160,949 New
GCP
8
GSA Capital Partners
United Kingdom
$732K -$43.1K -6,788 -5%
Morgan Stanley
9
Morgan Stanley
New York
$688K -$10.2K -1,614 -1%
LPL Financial
10
LPL Financial
California
$447K -$108K -16,987 -17%
State Street
11
State Street
Massachusetts
$443K +$107K +16,900 +28%
Susquehanna International Group
12
Susquehanna International Group
Pennsylvania
$430K +$494K +77,817 New
PCM
13
Penserra Capital Management
California
$395K +$85.8K +13,514 +23%
AWS
14
Atria Wealth Solutions
New York
$376K +$433K +68,200 New
GCM
15
Gables Capital Management
Florida
$307K -$36.8K -5,800 -9%
Invesco
16
Invesco
Georgia
$306K -$4.97K -783 -1%
Northern Trust
17
Northern Trust
Illinois
$239K +$9.92K +1,563 +4%
JF
18
Jump Financial
Illinois
$173K +$8.62K +1,358 +5%
ASN
19
Advisory Services Network
Georgia
$160K -$2.13K -335 -1%
Bank of New York Mellon
20
Bank of New York Mellon
New York
$148K +$55.4K +8,728 +48%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$143K
OSAM
22
O'Shaughnessy Asset Management
Connecticut
$135K -$110K -17,297 -41%
QT
23
Quantbot Technologies
New York
$123K +$45.1K +7,108 +47%
T. Rowe Price Associates
24
T. Rowe Price Associates
Maryland
$106K -$13.4K -2,114 -10%
Ameriprise
25
Ameriprise
Minnesota
$81.4K -$3.17K -499 -3%

CHMI Hedge Fund Activity: Q1 2023 in Review

48 of the 6,275 institutional investors tracked by Wall St. Rank reported a position in Cherry Hill Mortgage Investment Corp (CHMI) for Q1 2023, worth a combined $21.8M — down 9.1% from $24M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of CHMI and 10 opened new positions — a net loss of 1 holder — while 14 trimmed existing stakes and 14 added.

The largest buyer was Vanguard Group, adding an estimated $1.08M. The largest seller was Two Sigma Investments, exiting entirely with an estimated $1.28M sold.

  • 48 institutional investors held Cherry Hill Mortgage Investment Corp (CHMI) as of Q1 2023, down from 50 in Q4 2022.
  • Funds reported $21.8M of Cherry Hill Mortgage Investment Corp stock for Q1 2023, down 9.1% quarter-over-quarter.
  • 10 funds opened new Cherry Hill Mortgage Investment Corp positions in Q1 2023 and 11 closed out, a net change of -1 holder.
  • The largest Cherry Hill Mortgage Investment Corp buyer in Q1 2023 was Vanguard Group, an estimated $1.08M added.
  • The largest Cherry Hill Mortgage Investment Corp seller in Q1 2023 was Two Sigma Investments, an estimated $1.28M sold.

Based on aggregated 13F filings for Q1 2023.