0001144204-13-054506.txt : 20131008 0001144204-13-054506.hdr.sgml : 20131008 20131008213751 ACCESSION NUMBER: 0001144204-13-054506 CONFORMED SUBMISSION TYPE: 4 PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131004 FILED AS OF DATE: 20131008 DATE AS OF CHANGE: 20131008 ISSUER: COMPANY DATA: COMPANY CONFORMED NAME: Cherry Hill Mortgage Investment Corp CENTRAL INDEX KEY: 0001571776 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] IRS NUMBER: 461315605 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 BUSINESS ADDRESS: STREET 1: 301 HARPER DRIVE STREET 2: SUITE 110 CITY: MOORESTOWN STATE: NJ ZIP: 08057 BUSINESS PHONE: (856) 626-2663 MAIL ADDRESS: STREET 1: 301 HARPER DRIVE STREET 2: SUITE 110 CITY: MOORESTOWN STATE: NJ ZIP: 08057 REPORTING-OWNER: OWNER DATA: COMPANY CONFORMED NAME: GRIFFIN KENNETH C CENTRAL INDEX KEY: 0001255159 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 4 SEC ACT: 1934 Act SEC FILE NUMBER: 001-36099 FILM NUMBER: 131142371 MAIL ADDRESS: STREET 1: CITADEL INVESTMENT GROUP LLC STREET 2: 131 S DEARBORN STREET 32ND FL CITY: CHICAGO STATE: IL ZIP: 60603 REPORTING-OWNER: OWNER DATA: COMPANY CONFORMED NAME: CITADEL SECURITIES LLC CENTRAL INDEX KEY: 0001307720 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 4 SEC ACT: 1934 Act SEC FILE NUMBER: 001-36099 FILM NUMBER: 131142372 BUSINESS ADDRESS: STREET 1: 131 SOUTH DEARBORN STREET CITY: CHICAGO STATE: IL ZIP: 60603 BUSINESS PHONE: 3123955000 MAIL ADDRESS: STREET 1: 131 SOUTH DEARBORN STREET CITY: CHICAGO STATE: IL ZIP: 60603 FORMER NAME: FORMER CONFORMED NAME: Citadel Securities LLC DATE OF NAME CHANGE: 20091201 FORMER NAME: FORMER CONFORMED NAME: Citadel Derivatives Group, LLC DATE OF NAME CHANGE: 20041103 REPORTING-OWNER: OWNER DATA: COMPANY CONFORMED NAME: Citadel GP LLC CENTRAL INDEX KEY: 0001423052 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 4 SEC ACT: 1934 Act SEC FILE NUMBER: 001-36099 FILM NUMBER: 131142373 BUSINESS ADDRESS: STREET 1: 131 DEARBORN ST. STREET 2: 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60603 BUSINESS PHONE: 312-395-2100 MAIL ADDRESS: STREET 1: 131 DEARBORN ST. STREET 2: 32ND FLOOR CITY: CHICAGO STATE: IL ZIP: 60603 FORMER NAME: FORMER CONFORMED NAME: CITADEL INVESTMENT GROUP II, L.L.C. DATE OF NAME CHANGE: 20080108 4 1 v357030_form4.xml OWNERSHIP DOCUMENT X0306 4 2013-10-04 0 0001571776 Cherry Hill Mortgage Investment Corp CHMI 0001423052 Citadel GP LLC 131 S. DEARBORN STREET, 32ND FL CHICAGO IL 60603 0 0 1 0 0001307720 CITADEL SECURITIES LLC C/O CITADEL GP LLC 131 S. DEARBORN STREET, 32ND FLOOR CHICAGO IL 60603 0 0 1 0 0001255159 GRIFFIN KENNETH C C/O CITADEL GP LLC 131 S. DEARBORN STREET, 32ND FLOOR CHICAGO IL 60603 0 0 1 0 Common stock 2013-10-04 4 P 0 75000 18.44 A 625000 D Common stock 2013-10-04 4 S 0 25000 18.37 D 600000 D Common stock 200000 D Common stock 11700 D Common stock 2013-10-04 4 P 0 113760 18.59 A 113760 D Common stock 2013-10-04 4 S 0 110705 18.59 D 3055 D Total return swap 2013-10-04 4 P 0 75000 A Common Stock 75000 75000 D 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. Each of the Reporting Persons expressly disclaims beneficial ownership of the securities described herein except to the extent of such person's pecuniary interest therein. /s/ John C. Nagel 2013-10-08 EX-99.1 2 v357030_ex99-1.htm EXHIBIT 99.1

 

JOINT FILER INFORMATION

 

Name:Citadel Investment Group II, L.L.C. (now known as Citadel GP LLC)

 

Address:131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

 

CITADEL GP LLC

 

By: /s/ John C. Nagel                       

John C. Nagel, Authorized Signatory

 

 
 

 

JOINT FILER INFORMATION

 

Name:Citadel Global Equities Master Fund Ltd.

 

Address:c/o Citadel GP LLC

131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

 

CITADEL GLOBAL EQUITIES MASTER FUND LTD.

 

By: /s/ John C. Nagel                        

John C. Nagel, Authorized Signatory

 

 
 

 

JOINT FILER INFORMATION

 

Name:Surveyor Capital Ltd.

 

Address:c/o Citadel GP LLC

131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

 

SURVEYOR CAPITAL LTD.

 

By: /s/ John C. Nagel                        

John C. Nagel, Authorized Signatory

 

 
 

 

JOINT FILER INFORMATION

 

Name:Citadel Securities LLC

 

Address:c/o Citadel GP LLC

131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

CITADEL SECURITIES LLC

 

By: /s/ John C. Nagel                        

John C. Nagel, Authorized Signatory

 

 
 

 

JOINT FILER INFORMATION

 

Name:CALC III LP

 

Address:c/o Citadel GP LLC

131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

CALC III LP

 

By: /s/ John C. Nagel                       

John C. Nagel, Authorized Signatory

 

 
 

 

JOINT FILER INFORMATION

 

Name:Kenneth C. Griffin

 

Address:c/o Citadel GP LLC

131 S. Dearborn Street, 32nd Floor

Chicago, Illinois 60603

 

Designated Filer:Citadel GP LLC

 

Issuer and Ticker Symbol:Cherry Hill Mortgage Investment Corp [CHMI]

 

Date of Event

Requiring Statement:10/04/2013

 

 

KENNETH C. GRIFFIN

 

By: /s/ John C. Nagel                  

John C. Nagel, attorney-in-fact*

 

 

 

* John C. Nagel is signing on behalf of Kenneth Griffin as attorney-in-fact pursuant to a power of attorney previously filed with the Securities and Exchange Commission on February 24, 2006, and hereby incorporated by reference herein. The power of attorney was filed as an attachment to a filing by Citadel Limited Partnership on Schedule 13G for Morgans Hotel Group Co.