GROSSPATTERN / FUNDAMENTAL STATE / POINT IN TIME

CHMI · Jun 30, 2024

Cherry Hill Mortgage Investment Corp. A multidimensional configuration derived from the filing available at this observation—never a composite score or recommendation.

STATE CAPABILITYLEVEL 3[email protected]

Inspectable configuration

State dimensions

Filing0001140361-24-036413Reit

Operating-cash-flow growth100thOwn-history percentile · N=12

Evidence method

Yoy · gp.fundamentals.operating_cash_flow

239.43% · OPTIONAL · VALID

Debt50thOwn-history percentile · N=16

Evidence method

Level · gp.fundamentals.gross_debt

$160.5M · CORE · VALID

Net-income growthRAWCurrent state valid · history insufficient

Evidence method

Yoy · gp.fundamentals.net_income

-51.78% · CORE · NOT_ENOUGH_HISTORY

Cash and equivalents25thOwn-history percentile · N=16

Evidence method

Level · gp.fundamentals.cash

$52.4M · CORE · VALID

As-filed lineage

Fundamental state history

Each observation is tied to the filing and facts available at that report date. Amendments remain separate.

History8 statesSelf-history eligible

Mar 31, 20220/4 normalizedLevel 3 Dec 31, 20222/4 normalizedLevel 3 Mar 31, 20232/4 normalizedLevel 3 Sep 30, 20233/4 normalizedLevel 3 Dec 31, 20233/4 normalizedLevel 3 Jun 30, 20243/4 normalizedLevel 3 Sep 30, 20243/4 normalizedLevel 3 Sep 30, 20263/3 normalizedLevel 4

Period transition

What moved in the state?

Cash Generation Increased

Previous: -622.23%
Current: 239.43%
Delta: 861.66%

Debt Decreased

Previous: $167.5M
Current: $160.5M
Delta: -$7.0M

Liquidity Increased

Previous: $47.5M
Current: $52.4M
Delta: $4.9M

Self-history only

Previous similar states

Similarity compares compatible valid dimensions from this issuer's own point-in-time history. No market-return claim is attached.

Not enough compatible prior states for a transparent self-history match.

Research Graph

Related governed research

Transitioned To · CHMI Fundamental State →Has State · Cherry Hill Mortgage Investment Corp →Transitioned To · CHMI CASH_GENERATION_INCREASED →Transitioned To · CHMI DEBT_DECREASED →Transitioned To · CHMI LIQUIDITY_INCREASED →

Method Percentiles and historical matches use only observations available at each point in time. Missing dimensions remain missing. Public price outcomes and cross-market analogues are deliberately absent.