Position in CHMI
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$111,605
-$997,602 QoQ
Shares Held
48,106
-89.2% QoQ
Ownership
0.130%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
#14
of 48 holders
Holding Since
Mar 2020
19 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in CHMI Over Time
Shares Held
Position Value (USD)
Derivatives in CHMI
reported options exposure · as of Jun 30, 2026CallValue
$33,408
CallShares
14,400
PutValue
$0
PutShares
0
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026CITADEL ADVISORS LLC holds $251,876,845 across 28 REIT - Mortgage names. CHMI ranks #25 (0.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
|
6,741,186 | $150,732,918 | |
| 2 | PMT |
PennyMac Mortgage Investment Trust
|
1,672,282 | $18,863,340 | |
| 3 | DX |
Dynex Capital Inc
|
932,382 | $12,223,527 | |
| 4 | AGNC |
AGNC Investment Corp.
|
994,234 | $10,837,150 | |
| 5 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
822,385 | $8,783,071 | |
| 6 | STWD |
Starwood Property Trust, Inc.
|
523,775 | $8,579,434 | |
| 7 | ORC |
Orchid Island Capital, Inc.
|
972,010 | $6,774,908 | |
| 8 | ARR |
Armour Residential REIT, Inc.
|
339,735 | $5,928,374 |
All Filings in CHMI
Export CSV
32 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $111,605 | 48,106 | Shares | Defined | 2026-08-14 | |
| 2026-06-30 | $33,408 | 14,400 | Call | Defined | 2026-08-14 | |
| 2026-03-31 | $80,500 | 32,200 | Call | Defined | 2026-05-15 | |
| 2026-03-31 | $1,109,207 | 443,683 | Shares | Defined | 2026-05-15 | |
| 2025-12-31 | $1,571,416 | 616,242 | Shares | Defined | 2026-02-17 | |
| 2025-09-30 | $1,711,934 | 716,291 | Shares | Defined | 2025-11-14 | |
| 2025-06-30 | $2,379,366 | 871,563 | Shares | Defined | 2025-08-14 | |
| 2025-03-31 | $100,650 | 30,500 | Put | Defined | 2025-05-15 | |
| 2025-03-31 | $330 | 100 | Call | Defined | 2025-05-15 | |
| 2024-12-31 | $11,352 | 4,300 | Call | Defined | 2025-02-14 | |
| 2024-12-31 | $33,528 | 12,700 | Put | Defined | 2025-02-14 | |
| 2024-09-30 | $726 | 200 | Call | Defined | 2024-11-14 | |
| 2024-09-30 | $66,429 | 18,300 | Put | Defined | 2024-11-14 | |
| 2024-06-30 | $177,144 | 48,800 | Put | Defined | 2024-08-14 | |
| 2024-06-30 | $726 | 200 | Call | Defined | 2024-08-14 | |
| 2024-06-30 | $186,861 | 51,477 | Shares | Defined | 2024-08-14 | |
| 2024-03-31 | $13,806 | 3,900 | Put | Defined | 2024-05-15 | |
| 2024-03-31 | $315,877 | 89,231 | Shares | Defined | 2024-05-15 | |
| 2023-12-31 | $254,301 | 62,946 | Shares | Defined | 2024-02-14 | |
| 2023-12-31 | $12,928 | 3,200 | Put | Defined | 2024-02-14 | |
| 2023-06-30 | $110,607 | 22,900 | Put | Defined | 2023-08-14 | |
| 2023-06-30 | $26,082 | 5,400 | Call | Defined | 2023-08-14 | |
| 2023-03-31 | $109,848 | 19,900 | Put | Defined | 2023-05-15 | |
| 2023-03-31 | $81,144 | 14,700 | Call | Defined | 2023-05-15 | |
| 2022-12-31 | $11,890 | 2,050 | Shares | Defined | 2023-02-14 | |
| 2022-12-31 | $33,060 | 5,700 | Put | Defined | 2023-02-14 | |
| 2022-12-31 | $16,820 | 2,900 | Call | Defined | 2023-02-14 | |
| 2022-06-30 | $90,880 | 14,200 | Call | Defined | 2022-08-15 | |
| 2022-03-31 | $140,665 | 18,221 | Shares | Defined | 2022-05-16 | |
| 2020-09-30 | $551,659 | 61,432 | Shares | Defined | 2020-11-16 | |
| 2020-06-30 | $684,500 | 75,887 | Shares | Defined | 2020-08-14 | |
| 2020-03-31 | $583,679 | 94,142 | Shares | Defined | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||