Sec Form 4 Filing - Citadel GP LLC @ Cherry Hill Mortgage Investment Corp - 2013-10-07

Insider filing report for Changes in Beneficial Ownership
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FORM 4
Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP
Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940
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1. Name and Address of Reporting Person
Citadel GP LLC
2. Issuer Name and Ticker or Trading Symbol
Cherry Hill Mortgage Investment Corp [ CHMI]
5. Relationship of Reporting Person(s) to Issuer
(Check all applicable)
_____ Director X __ 10% Owner
_____ Officer (give title below) _____ Other (specify below)
(Last) (First) (Middle)
131 S. DEARBORN STREET, 32ND FL,
3. Date of Earliest Transaction (MM/DD/YY)
10/07/2013
(Street)
CHICAGO, IL60603
4. If Amendment, Date Original Filed (MM/DD/YY)
6. Individual or Joint/Group Filing (Check Applicable Line)
_____ Form filed by One Reporting Person
__ X __ Form filed by More than One Reporting Person
(City) (State) (Zip)
Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1.Title of Security
(Instr. 3)
2. Transaction Date (MM/DD/YY) 2A. Deemed Execution Date, if any (MM/DD/YY) 3. Transaction Code
(Instr. 8)
4. Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4 and 5)
5. Amount of Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 3 and 4)
6. Ownership Form: Direct (D) or Indirect (I)
(Instr. 4)
7. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V Amount (A) or (D) Price
Common stock 10/08/2013 S 200,000 D $ 17.8 400,000 D ( 1 ) ( 5 ) ( 6 )
Common stock 200,000 D ( 2 ) ( 5 )
Common stock 11,700 D ( 3 ) ( 5 )
Common stock 10/07/2013 P 5,800 A $ 18.41 8,855 D ( 4 ) ( 5 ) ( 7 )
Common stock 10/07/2013 S 8,855 D $ 18.3 0 D ( 4 ) ( 5 ) ( 8 )
Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
( e.g. , puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security
(Instr. 3)
2. Conversion or Exercise Price of Derivative Security 3. Transaction Date (MM/DD/YY) 3A. Deemed Execution Date, if any (MM/DD/YY) 4. Transaction Code
(Instr. 8)
5. Number of Derivative Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4, and 5)
6. Date Exercisable and Expiration Date
(MM/DD/YY)
7. Title and Amount of Underlying Securities
(Instr. 3 and 4)
8. Price of Derivative Security
(Instr. 5)
9. Number of Derivative Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 4)
10. Ownership Form of Derivative Security: Direct (D) or Indirect (I)
(Instr. 4)
11. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V (A) (D) Date Exercisable Expiration Date Title Amount or Number of Shares
Reporting Owners
Reporting Owner Name / Address Relationships
Director 10% Owner Officer Other
Citadel GP LLC
131 S. DEARBORN STREET, 32ND FL
CHICAGO, IL60603
X
CITADEL SECURITIES LLC
C/O CITADEL GP LLC
131 S. DEARBORN STREET, 32ND FL
CHICAGO, IL60603
X
CALC III LP
C/O CITADEL GP LLC
131 S. DEARBORN STREET, 32ND FL
CHICAGO, IL60603
X
GRIFFIN KENNETH C
C/O CITADEL GP LLC
131 S. DEARBORN STREET, 32ND FL
CHICAGO, IL60603
X
Signatures
/s/ John C. Nagel 10/09/2013
Signature of Reporting Person Date
Explanation of Responses:
( 1 )This security is owned by Surveyor Capital Ltd. ("Surveyor").
( 2 )This security is owned by Citadel Global Equities Master Fund Ltd. ("CG").
( 3 )This security is owned by a customer account that is managed by Citadel Advisors LLC ("CA"), a registered investment adviser.
( 4 )This security is owned by Citadel Securities LLC ("CS").
( 5 )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.
( 6 )This price represents the weighted average sale price. The sale prices for these transactions ranged from $17.80 - $17.86. 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.
( 7 )This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.30 - $18.55. 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.
( 8 )This price represents the weighted average sale price. The sale prices for these transactions ranged from $18.26 - $18.41. 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.

Remarks:
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.

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
* If the form is filed by more than one reporting person, see Instruction 4(b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).

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