{"schema_version":"secwatch.filing_event.v1","accession":"0001140361-26-019570","form_type":"8-K","ticker":"CHMI","cik":"0001571776","company_name":"Cherry Hill Mortgage Investment Corp","filed_at":"2026-05-07T23:59:59+00:00","discovered_at":"2026-05-14T18:02:32.492882+00:00","generated_at":"2026-05-14T21:41:23.332579+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.6,"calibrated_materiality_score":0.6,"confidence":"high","headline":"Cherry Hill Q1 2026 GAAP net loss $2.0M; EAD $5.3M; book value $3.23","bullets":["GAAP net loss applicable to common stockholders of $2.0M ($0.05 per diluted share).","Earnings available for distribution of $5.3M ($0.14 per diluted share).","Common book value per share of $3.23 at March 31, 2026; aggregate leverage at 5.5x.","Regular common dividend of $0.10 per share declared; annualized yield 15.5%.","CEO cited unprecedented geopolitical volatility; portfolio RMBS and MSRs as key holdings."],"urls":{"canonical":"https://secwatch.observer/filing/0001140361-26-019570","json":"https://secwatch.observer/filing/0001140361-26-019570.json","markdown":"https://secwatch.observer/filing/0001140361-26-019570.md","text":"https://secwatch.observer/filing/0001140361-26-019570.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1571776/000114036126019570/0001140361-26-019570-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1571776/000114036126019570/ef20072705_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-14T21:41:23.332579+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":"c37ee143c1649a63dcb9d1e5ad0ae8626640f2d7","claim":"Cherry Hill Mortgage Investment Corp reported first quarter of 2026 results: net income $2.0 million, EPS $0.05 per share.","evidence_excerpt":"Cherry Hill reported GAAP net loss applicable to common stockholders for the first quarter of 2026 of $2.0 million, or $0.05 per basic and diluted weighted average common share outstanding.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1571776/000114036126019570/0001140361-26-019570-index.htm","confidence":1.0,"family_label":"Earnings Releases","details":[{"label":"Period","value":"first quarter of 2026"},{"label":"Net income","value":"$2.0 million"},{"label":"EPS","value":"$0.05 per share"},{"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"}