Cherry Hill Mortgage Investment Corporation
US ˙ NYSE ˙ US1646511014

SecurityCHMI / Cherry Hill Mortgage Investment Corporation
InstitutionRenaissance Technologies Llc
ManagerJames Simons
Latest Disclosed Ownership789,984 shares
Ownership 4.41%
Renaissance Technologies Llc ownership in CHMI / Cherry Hill Mortgage Investment Corporation

2022-02-10 - Renaissance Technologies Llc has filed an SC 13G/A form with the Securities and Exchange Commission (SEC) disclosing ownership of 789,984 shares of Cherry Hill Mortgage Investment Corporation (US:CHMI). This represents 4.41 percent ownership of the company. In their previous filing dated 2021-02-10 , Renaissance Technologies Llc had reported owning 998,993 shares, indicating a decrease of -20.92 percent.

Institutional Ownership: 13D/G Filings

This table shows a history of the 13D/G filings made by the investor and/or investor group. Note that the share values in this table are not directly comparable to any numbers shown in the 13F table (if any).

File
Date		Effective
Date		Form Prev
Shares		 Latest
Shares		 ΔShares
(Percent)		 Ownership
(Percent)		 ΔOwnership
(Percent)
2022-02-10 2022-02-10 13G/A 998,993 789,984 -20.92 4.41 -24.62
2021-02-10 2021-02-10 13G 762,058 998,993 31.09 5.85 29.71
2020-02-13 2020-02-13 13G/A 762,058 762,058 0.00 4.51 0.00
2020-02-12 2020-02-12 13G/A 1,286,500 762,058 -40.77 4.51 -43.27
2019-02-13 2019-02-13 13G/A 1,066,600 1,286,500 20.62 7.95 -5.13
2018-02-14 2018-02-14 13G/A 588,000 1,066,600 81.39 8.38 7.30
2017-02-14 2017-02-14 13G 588,000 7.81

Important Note: One of the primary uses of the 13D/G filings is to evaluate the ability of a firm to control a company (ie, the "beneficial ownership"). To that end, firms are required to report not just direct holdings in companies, but indirect holdings that they control. For investment firms, these indirect holdings can include shares in funds they manage, advisory accounts, and in the case of activist campaigns, pledged votes. Therefore, share counts listed in 13D/G filings can differ significantly than share counts listed in 13F filings.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-14 2026-03-31 13F CHERRY HILL MTG INVT COM 164651101 609,184 -13,200 -2.12 1,523 -4.10 0.0024
2026-02-12 2025-12-31 13F CHERRY HILL MTG INVT COM 164651101 622,384 -193,448 -23.71 1,587 -18.57 0.0025
2025-11-13 2025-09-30 13F CHERRY HILL MTG INVT COM 164651101 815,832 199,048 32.27 1,950 15.81 0.0026
2025-08-13 2025-06-30 13F CHERRY HILL MTG INVT COM 164651101 616,784 33,200 5.69 1,684 -12.57 0.0022
2025-05-14 2025-03-31 13F CHERRY HILL MTG INVT COM 164651101 583,584 35,800 6.54 1,926 33.13 0.0029
2025-02-13 2024-12-31 13F CHERRY HILL MTG INVT COM 164651101 547,784 -131,528 -19.36 1,446 -41.34 0.0021
2024-11-13 2024-09-30 13F CHERRY HILL MTG INVT COM 164651101 679,312 171,628 33.81 2,466 33.82 0.0037
2024-08-09 2024-06-30 13F CHERRY HILL MTG INVT COM 164651101 507,684 37,300 7.93 1,843 184,100.00 0.0031
2024-05-13 2024-03-31 13F CHERRY HILL MTG INVT COM 164651101 470,384 -32,200 -6.41 2 -50.00 0.0026
2024-02-13 2023-12-31 13F CHERRY HILL MTG INVT COM 164651101 502,584 2,700 0.54 2 100.00 0.0031
2023-11-14 2023-09-30 13F CHERRY HILL MTG INVT COM 164651101 499,884 -120,000 -19.36 2 -50.00 0.0032
2023-08-11 2023-06-30 13F CHERRY HILL MTG INVT COM 164651101 619,884 -75,000 -10.79 3 -33.33 0.0043
2023-05-12 2023-03-31 13F CHERRY HILL MTG INVT COM 164651101 694,884 1,000 0.14 4 -25.00 0.0051
2023-02-13 2022-12-31 13F CHERRY HILL MTG INVT COM 164651101 693,884 -61,700 -8.17 4 -99.89 0.0055
2022-11-14 2022-09-30 13F CHERRY HILL MTG INVT COM 164651101 755,584 -81,800 -9.77 3,710 -30.77 0.0052
2022-08-12 2022-06-30 13F CHERRY HILL MTG INVT COM 164651101 837,384 46,100 5.83 5,359 -12.28 0.0063
2022-05-13 2022-03-31 13F CHERRY HILL MTG INVT COM 164651101 791,284 1,300 0.16 6,109 -6.49 0.0072
2022-02-11 2021-12-31 13F CHERRY HILL MTG INVT COM 164651101 789,984 -17,700 -2.19 6,533 -8.91 0.0081
2021-11-12 2021-09-30 13F CHERRY HILL MTG INVT COM 164651101 807,684 -111,392 -12.12 7,172 -20.86 0.0093
2021-08-13 2021-06-30 13F CHERRY HILL MTG INVT COM 164651101 919,076 18,483 2.05 9,062 7.73 0.0113
2021-05-13 2021-03-31 13F CHERRY HILL MTG INVT COM 164651101 900,593 -98,400 -9.85 8,412 -7.87 0.0105
2021-02-10 2020-12-31 13F CHERRY HILL MTG INVT COM 164651101 998,993 -159,609 -13.78 9,131 -12.24 0.0099
2020-11-13 2020-09-30 13F CHERRY HILL MTG INVT COM 164651101 1,158,602 73,009 6.73 10,404 6.25 0.0104
2020-08-13 2020-06-30 13F CHERRY HILL MTG INVT COM 164651101 1,085,593 34,335 3.27 9,792 50.23 0.0085
2020-05-14 2020-03-31 13F CHERRY HILL MTG INVT COM 164651101 1,051,258 289,200 37.95 6,518 -41.37 0.0063
2020-02-13 2019-12-31 13F CHERRY HILL MTG INVT COM 164651101 762,058 113,800 17.55 11,118 30.92 0.0085
2019-11-13 2019-09-30 13F CHERRY HILL MTG INVT COM 164651101 648,258 -407,794 -38.61 8,492 -49.74 0.0072
2019-08-12 2019-06-30 13F CHERRY HILL MTG INVT COM 164651101 1,056,052 -236,448 -18.29 16,897 -24.08 0.0149
2019-05-14 2019-03-31 13F CHERRY HILL MTG INVT COM 164651101 1,292,500 6,000 0.47 22,257 -1.36 0.0202
2019-02-12 2018-12-31 13F CHERRY HILL MTG INVT COM 164651101 1,286,500 21,600 1.71 22,565 -1.44 0.0247
2018-11-13 2018-09-30 13F CHERRY HILL MTG INVT COM 164651101 1,264,900 76,200 6.41 22,895 7.84 0.0235
2018-08-13 2018-06-30 13F/A-1 CHERRY HILL MTG INVT COM 164651101 1,188,700 212,200 21.73 21,230 23.95 0.0231
2018-08-13 2018-06-30 13F CHERRY HILL MTG INVT COM 164651101 976,500 17,128
2018-05-14 2018-03-31 13F CHERRY HILL MTG INVT COM 164651101 976,500 -90,100 -8.45 17,128 -10.74 0.0187
2018-02-13 2017-12-31 13F CHERRY HILL MTG INVT COM 164651101 1,066,600 -91,350 -7.89 19,188 -8.45 0.0212
2017-11-13 2017-09-30 13F CHERRY HILL MTG INVT COM 164651101 1,157,950 25,650 2.27 20,959 0.22 0.0247
2017-08-11 2017-06-30 13F CHERRY HILL MTG INVT COM 164651101 1,132,300 407,900 56.31 20,914 68.93 0.0267
2017-05-12 2017-03-31 13F CHERRY HILL MTG INVT COM 164651101 724,400 136,400 23.20 12,380 15.74 0.0173
2017-02-13 2016-12-31 13F CHERRY HILL MTG INVT COM 164651101 588,000 134,530 29.67 10,696 37.85 0.0169
2016-11-14 2016-09-30 13F CHERRY HILL MTG INVT COM 164651101 453,470 184,070 68.33 7,759 84.96 0.0137
2016-08-12 2016-06-30 13F CHERRY HILL MTG INVT COM 164651101 269,400 169,500 169.67 4,195 196.47 0.0080
2016-05-13 2016-03-31 13F CHERRY HILL MTG INVT COM 164651101 99,900 5,008 5.28 1,415 14.67 0.0027
2016-02-11 2015-12-31 13F CHERRY HILL MTG INVT COM 164651101 94,892 50,492 113.72 1,234 82.54 0.0027
2015-11-12 2015-09-30 13F CHERRY HILL MTG INVT COM 164651101 44,400 -3,017 -6.36 676 -12.09 0.0016
2015-08-14 2015-06-30 13F CHERRY HILL MTG INVT COM 164651101 47,417 -2,083 -4.21 769 -11.91 0.0018
2015-05-13 2015-03-31 13F CHERRY HILL MTG INVT COM 164651101 49,500 49,500 873 0.0019
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.