{"schema_version":"secwatch.filing_event.v1","accession":"0001140361-23-037888","form_type":"8-K","ticker":"CHMI","cik":"0001571776","company_name":"Cherry Hill Mortgage Investment Corp","filed_at":"2023-08-03T23:59:59+00:00","discovered_at":"2026-05-14T18:03:34.385295+00:00","generated_at":"2026-06-12T08:14:36.552814+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.6,"calibrated_materiality_score":0.6,"confidence":"high","headline":"Cherry Hill Q2 GAAP net loss $0.03/share; EAD $0.16/share; book value $5.19","bullets":["GAAP net loss of $0.9M ($0.03/share) vs EAD of $4.2M ($0.16/share); common book value $5.19 at June 30.","Regular common dividend declared at $0.15/share; annualized yield 14.2% based on Aug 2 close.","Aggregate portfolio leverage 4.4x; unrestricted cash $53.0M; MSR portfolio UPB $20.8B.","Net servicing income $11.0M offset by net interest expense $0.6M and other loss $4.4M from RMBS losses.","Management sees improving opportunities in RMBS as volatility recedes."],"urls":{"canonical":"https://secwatch.observer/filing/0001140361-23-037888","json":"https://secwatch.observer/filing/0001140361-23-037888.json","markdown":"https://secwatch.observer/filing/0001140361-23-037888.md","text":"https://secwatch.observer/filing/0001140361-23-037888.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1571776/000114036123037888/0001140361-23-037888-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1571776/000114036123037888/brhc20056883_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-12T08:14:36.552814+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":[{"claim_id":"bf2131128c7f80519a5468e2fa7d18e9716124e2","claim":"Cherry Hill Mortgage Investment Corp reported second quarter 2023 results: net income GAAP net loss applicable to common stockholders of $0.9 million, or $0.03 per share, EPS $0.03 per basic and diluted weighted average common share outstanding.","evidence_excerpt":"Cherry Hill Mortgage Investment Corporation (NYSE: CHMI) (“Cherry Hill” or the “Company”) today reported results for the second quarter 2023.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1571776/000114036123037888/0001140361-23-037888-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"second quarter 2023"},{"label":"Net income","value":"GAAP net loss applicable to common stockholders of $0.9 million, or $0.03 per share"},{"label":"EPS","value":"$0.03 per basic and diluted weighted average common share outstanding"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}