ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

Position in CHMI — Cherry Hill Mortgage Investment Corp

CIK 1164508 BOSTON, MA

Position in CHMI

as of Jun 30, 2026 · filed Aug 13, 2026 Compact

Position Value

$257,861

+$216,396 QoQ

Shares Held

111,147

+631.8% QoQ

Ownership

0.301%

of shares outstanding

% of Portfolio

0.00%

of 13F equity value

Holder Rank

#12

of 48 holders

Holding Since

Mar 2020

8 quarters on record

Voting authority Sole 100% Shared 0% None 0%

Real Estate · as of Jun 30, 2026

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP holds $60,820,985 across 16 REIT - Mortgage names. CHMI ranks #16 (0.4% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	DX	Dynex Capital Inc	842,566	$11,046,040
2	TRTX	TPG RE Finance Trust, Inc.	1,268,465	$10,617,052
3	AGNC	AGNC Investment Corp.	812,068	$8,851,541
4	CIM	Chimera Investment Corp	472,143	$6,298,387
5	LADR	Ladder Capital Corp	581,545	$5,786,372
6	ARI	Apollo Commercial Real Estate Finance, Inc.	428,486	$4,576,230
7	ORC	Orchid Island Capital, Inc.	541,026	$3,770,951
8	NLY	Annaly Capital Management Inc	152,426	$3,408,245

8 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$257,861	111,147	+631.8%	Shares	Defined	2026-08-13
2025-06-30	$41,465	15,189	-9.4%	Shares	Defined	2025-08-13
2025-03-31	$55,350	16,773	-25.3%	Shares	Defined	2025-05-14
2021-03-31	$209,841	22,467	-86.4%	Shares	Defined	2021-05-14
2020-12-31	$1,511,390	165,360	-51.4%	Shares	Defined	2021-02-12
2020-09-30	$3,052,616	339,935	+114.4%	Shares	Defined	2020-11-12
2020-06-30	$1,430,445	158,586	+111.0%	Shares	Defined	2020-08-12
2020-03-31	$465,917	75,148	—	Shares	Defined	2020-05-15
No filing history on record for this holder in this stock.