{"schema_version":"secwatch.filing_event.v1","accession":"0001140361-22-028050","form_type":"8-K","ticker":"CHMI","cik":"0001571776","company_name":"Cherry Hill Mortgage Investment Corp","filed_at":"2022-08-03T23:59:59+00:00","discovered_at":"2026-05-14T18:03:56.214105+00:00","generated_at":"2026-06-24T05:09:24.680331+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Cherry Hill Q2 GAAP net loss $0.92/sh; EAD $0.28/sh covers $0.27 dividend; BV $6.73","bullets":["GAAP net loss applicable to common stockholders of $17.6M, or $0.92 per diluted share.","Earnings available for distribution (EAD) of $5.2M, or $0.28 per share; common dividend $0.27.","Common book value per share fell to $6.73 at June 30, 2022; portfolio leverage 3.4x.","MSR portfolio unpaid principal balance $20.7B, carrying value $263.6M; RMBS book value $752.9M.","Unrestricted cash $61.5M; net interest spread on RMBS portfolio 3.46%."],"urls":{"canonical":"https://secwatch.observer/filing/0001140361-22-028050","json":"https://secwatch.observer/filing/0001140361-22-028050.json","markdown":"https://secwatch.observer/filing/0001140361-22-028050.md","text":"https://secwatch.observer/filing/0001140361-22-028050.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1571776/000114036122028050/0001140361-22-028050-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1571776/000114036122028050/brhc10040229_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-24T05:09:24.680331+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}