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Filing Details

Accession Number:: 0001144204-13-054506
Form Type:: 4
Zero Holdings:: No
Publication Time:: 2013-10-08 21:37:51
Reporting Period:: 2013-10-04

Filing Date:: 2013-10-08
Accepted Time:: 2013-10-08 21:37:51
SEC Url:: Form 4 Filing

Issuer

Cik	Name	Symbol	Sector (SIC)	IRS No
1571776	Cherry Hill Mortgage Investment Corp	CHMI	Real Estate Investment Trusts (6798)	461315605

Insiders

Cik	Name	Reported Address	Director	Officer	Large Shareholder	Other
1255159	C Kenneth Griffin	C/O Citadel Gp Llc 131 S. Dearborn Street, 32Nd Floor Chicago IL 60603	No	No	Yes	No
1307720	Citadel Securities Llc	C/O Citadel Gp Llc 131 S. Dearborn Street, 32Nd Floor Chicago IL 60603	No	No	Yes	No
1423052	Citadel Gp Llc	131 S. Dearborn Street, 32Nd Fl Chicago IL 60603	No	No	Yes	No

Reported Non-Derivative Transactions

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Sec. Name	Acquisiton - Disposition	Date	Amount	Price	Remaning Holdings	Equity Swap Involved	Form Type	Code	Nature of Ownership
Common Stock	Acquisiton	2013-10-04	75,000	$18.44	625,000	No	4	P	Direct
Common Stock	Disposition	2013-10-04	25,000	$18.37	600,000	No	4	S	Direct
Common Stock	Acquisiton	2013-10-04	113,760	$18.59	113,760	No	4	P	Direct
Common Stock	Disposition	2013-10-04	110,705	$18.59	3,055	No	4	S	Direct

Equity Swap Involved	Form Type	Code	Nature of Ownership
No	4	P	Direct
No	4	S	Direct
No	4	P	Direct
No	4	S	Direct

Reported Derivative Transactions

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Sec. Name	Sec. Type	Acquisiton - Disposition	Date	Amount	Price	Amount - 2	Price - 2
Common Stock	Total return swap	Acquisiton	2013-10-04	75,000	$0.00	75,000	$0.00

Remaning Holdings	Exercise Date	Expiration Date	Equity Swap Involved	Transaction Form Type	Transaction Code	Nature of Ownership
75,000			No	4	P	Direct

Reported Non-Derivative Holdings

Sec. Name	Remaning Holdings	Nature of Ownership	Explanation
Common Stock	200,000	Direct
Common Stock	11,700	Direct

Footnotes

This security is owned by Surveyor Capital Ltd. ("Surveyor").
This security is owned by Citadel Global Equities Master Fund Ltd. ("CG").
This security is owned by a customer account that is managed by Citadel Advisors LLC ("CA"), a registered investment adviser.
This security is owned by Citadel Securities LLC ("CS").
CA is the portfolio manager for Surveyor and CG. Citadel Advisors Holdings LP ("CAH") is the sole member of CA. CALC III LP ("CALC3") is the non-member manager of CS. Citadel Investment Group II, L.L.C. (now known as Citadel GP LLC ("CGP")) is the general partner of CAH and CALC3. Kenneth Griffin is the President and Chief Executive Officer of, and owns a controlling interest in, CGP. Collectively, Surveyor, CG, CGP, CS, CALC3 and Mr. Griffin are referred to herein as the Reporting Persons.
This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.26 - $18.50. The Reporting Person undertakes to provide upon the request of the Securities and Exchange Commission, the issuer or a security holder of the issuer, full information regarding the number of shares sold at each separate price.
This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.28 - $18.79. The Reporting Person undertakes to provide upon the request of the Securities and Exchange Commission, the issuer or a security holder of the issuer, full information regarding the number of shares sold at each separate price.
This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.21 - $19.09. The Reporting Person undertakes to provide upon the request of the Securities and Exchange Commission, the issuer or a security holder of the issuer, full information regarding the number of shares sold at each separate price.
This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.15 - $18.95. The Reporting Person undertakes to provide upon the request of the Securities and Exchange Commission, the issuer or a security holder of the issuer, full information regarding the number of shares sold at each separate price.
On October 4, 2013, Surveyor entered into a two-year equity swap agreement with a dealer referencing 75,000 shares of CHMI Common Stock ("notional shares") at a price of $18.79973 per share ("applicable base price"). From time to time over the life of the swap, (i) Surveyor will be obligated to pay to the dealer any decrease in the market price of CHMI stock relative to the applicable base price multiplied by the notional shares, and (ii) the dealer will be obligated to pay to Surveyor any increase in the market price of CHMI stock relative to the applicable base price multiplied by the notional shares. In addition, Surveyor will pay to the dealer certain agreed upon periodic financing charges. The broker will pay to Surveyor the equivalent of any dividends paid to the beneficial owners of CHMI common stock during the term of the swap agreement.