Cherry Hill Mortgage Investment Corp 2026年季度报告

(Mark One) QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2026 OR TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from ________to ________Commission file number 001-36099 CHERRY HILL MORTGAGE INVESTMENTCORPORATION (Exact name of registrant as specified in its charter) Maryland46-1315605(State or Other Jurisdiction of Incorporation orOrganization)(I.R.S. Employer Identification No.) 4000 Route 66, Suite 310Tinton Falls, New Jersey07753(Address of Principal Executive Offices)(Zip Code) (877) 870 – 7005(Registrant’s Telephone Number, Including Area Code) N/A(Former name, former address and former fiscal year, if changed since last report) Securities registered pursuant to Section 12(b) of the Act: Indicate by check mark whether the registrant: (1) has filed all reports required to be filed by Section 13 or 15(d) of theSecurities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to filesuch reports), and (2) has been subject to such filing requirements for the past 90 days.Yes☒No☐ Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to besubmitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorterperiod that the registrant was required to submit such files).Yes☒No☐ reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act. Large accelerated filer☐Non-accelerated filer☐Emerging growthcompany☐ If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition periodfor complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act.☐ Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).Yes☐No☒ If securities are registered pursuant to Section 12(b) of the Act, indicate by check mark whether the financial statements of theregistrant included in the filing reflect the correction of an error to previously issued financial statements.☐ Indicate by check mark whether any of those error corrections are restatements that required a recovery analysis of incentive-based compensation received by any of the registrant’s executive officers during the relevant recovery period pursuant to § 240.10D-1(b).☐ As of August 10, 2026, there were 36,947,394 outstanding shares of common stock, $0.01 par value per share, of Cherry HillMortgage Investment Corporation. CHERRY HILL MORTGAGE INVESTMENT CORPORATION TABLE OF CONTENTS PageCAUTIONARY STATEMENT CONCERNING FORWARD-LOOKING INFORMATION3PART I.FINANCIAL INFORMATION5Item 1.Consolidated Financial Statements5Consolidated Balance Sheets5Consolidated Statements of Income (Loss)6Consolidated Statements of Comprehensive Income (Loss)7Consolidated Statements of Changes in Stockholders’ Equity8Consolidated Statements of Cash Flows9Notes to Consolidated Financial Statements10Item 2.Management’s Discussion and Analysis of Financial Condition and Results of Operations49Item 3.Quantitative and Qualitative Disclosures about Market Risk74Item 4.Controls and Procedures78PART II.OTHER INFORMATION79Item 1.Legal Proceedings79Item 1A.Risk Factors79Item 2.Unregistered Sales of Equity Securities and Use of Proceeds81Item 3.Defaults Upon Senior Securities81Item 4.Mine Safety Disclosures81Item 5.Other Information81Item 6.Exhibits81 GLOSSARY This glossary defines some, but not all, of the terms that we use elsewhere in this Quarterly Report on Form 10-Q. In thisQuarterly Report on Form 10-Q, unless specifically stated otherwise or the context otherwise indicates, references to “we”, “us”,“our”, the “Company” or “CHMI” refer to Cherry Hill Mortgage Investment Corporation, a Maryland corporation, together with itsconsolidated subsidiaries; and references to the “Operating Partnership” refer to Cherry Hill Operating Partnership, LP, a Delawarelimited partnership. “Agency”means a U.S. Government agency, such as Ginnie Mae, or a GSE. “Agency RMBS”means RMBS issued by an Agency or for which an Agency guarantees payments of principal and interest on thesecurities. “ARM”means an adjustable-rate residential mortgage loan. “ASC”means an Accounting Standards Codification. “ASU”means the Accounting Standards Update issued by the FASB. “CFTC” means the U.S. Commodity Futures Trading Commission. “CMO”means a collateralized mortgage obligation. CMOs are either loss share securities issued by a GSE or structured debtinstruments representing interests in specified pools of mortgage loans subdivided into multiple classes, or tranches, of securities, witheach tranche having different maturities or risk profiles. “Code”means the Internal Revenue Code of 1986, as amended. “c