GROSSPATTERN / FUNDAMENTAL STATE / POINT IN TIME

CHMI · Sep 30, 2023

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

Filing0001140361-23-051140Reit

Operating-cash-flow growth78thOwn-history percentile · N=9

Evidence method

Yoy · gp.fundamentals.operating_cash_flow

13.11% · OPTIONAL · VALID

Debt62thOwn-history percentile · N=13

Evidence method

Level · gp.fundamentals.gross_debt

$172.5M · CORE · VALID

Net-income growthRAWCurrent state valid · history insufficient

Evidence method

Yoy · gp.fundamentals.net_income

-61.89% · CORE · NOT_ENOUGH_HISTORY

Cash and equivalents8thOwn-history percentile · N=13

Evidence method

Level · gp.fundamentals.cash

$44.7M · 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: -92.39%
Current: 13.11%
Delta: 105.50%

Debt Decreased

Previous: $175.5M
Current: $172.5M
Delta: -$3.0M

Liquidity Decreased

Previous: $53.0M
Current: $44.7M
Delta: -$8.3M

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_DECREASED →

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.