CHMI β€” CHERRY HILL MTG INVT CORP

Ownership history in RENAISSANCE TECHNOLOGIES LLC  Β·  51 quarters on record

This page tracks every 13F SEC filing in which RENAISSANCE TECHNOLOGIES LLC reported a position in CHERRY HILL MTG INVT CORP (CHMI). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.03% (2017 Q2)
πŸ“Š Avg. % of fund
0.01%
πŸ“… First filed
1999 Q1
πŸ“… Last filed
2025 Q4
⏱ Quarters held
51

Position Intelligence

RENAISSANCE TECHNOLOGIES LLC Γ— CHMI AI Analytics

πŸ“‰ RENAISSANCE TECHNOLOGIES LLC underperformed the S&P 500 by –12.7% annually on this CHMI position. Timing score: 52% (22/42 decisions correct). Average cost basis: $4.43. Maximum drawdown during holding period: –65.5%.

πŸ“ˆ Position Alpha vs SPY
-12.7%
annualised excess return

❌ Significantly underperformed the S&P 500 by 12.7% ann.
43 quarters analyzed

⏱️ Timing Score
52%

➑️ Neutral timing β€” roughly coin-flip accuracy on add/trim calls.
22 of 42 add/trim decisions correct

πŸ’° Entry Quality
$4.43
-42.4% vs current ($2.55)

Best entry: $2.30 (2025 Q3)  Β·  Worst: $6.43 (2019 Q1)

πŸ›‘οΈ Drawdown Resilience
–65.5%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
59%
buy-side decisions

26 adds Β· 18 trims. Bought during 8 of 19 down-price quarters. πŸ“ˆ More buys than sells across the holding period.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.0% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    CHMI price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q4 REDUCED 622,384 -193,448 -23.7% 0.00% $1.6M $2.55
2025 Q3 ADDED 815,832 +199,048 +32.3% 0.00% $1.9M $2.30
2025 Q2 ADDED 616,784 +33,200 +5.7% 0.00% $1.7M $2.52
2025 Q1 ADDED 583,584 +35,800 +6.5% 0.00% $1.9M $2.90
2024 Q4 REDUCED 547,784 -131,528 -19.4% 0.00% $1.4M $2.22
2024 Q3 ADDED 679,312 +171,628 +33.8% 0.00% $2.5M $2.89
2024 Q2 ADDED 507,684 +37,300 +7.9% 0.00% $1.8M $2.77
2024 Q1 REDUCED 470,384 -32,200 -6.4% 0.00% $1.7M $2.60
2023 Q4 ADDED 502,584 +2,700 +0.5% 0.00% $2.0M $2.84
2023 Q3 REDUCED 499,884 -120,000 -19.4% 0.00% $1.9M $2.53
41 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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