Operating

Cherry Hill Mortgage Investment·Cash Flow Statement·20 metrics

Breakdown

Metric	Q2 '24	Q3 '24	Q4 '24	Q1 '25	Q2 '25	Q3 '25	Q4 '25	Q1 '26
Net cash from operating activities	—	—	—	$682K	$12.5M	—	$8.4M	$12.6M
Unrealized Gain Loss On RMBS Measured At Fair Value	-$4.4M	$25M	-$31.7M	$14.8M	$3.5M	$10.7M	$6.6M	-$12.4M
Gain (loss) on mark-to-market of Escrowed Shares	-$3M	-$21.3M	$21.8M	-$22.7M	-$19.1M	$2.5M	-$361K	$6.1M
Unrealized Gain (Loss) on Derivatives	-$3M	-$21.3M	$21.8M	-$22.7M	-$19.1M	$2.5M	-$361K	$6.1M
Change in accrued liabilities	—	-$715K	—	-$7.8M	—	-$11.4M	—	$2.6M
Accrued expenses and other liabilities	—	-$715K	—	-$7.8M	—	-$11.4M	—	$2.6M
Change in receivables	-$952K	-$2.6M	—	-$2.5M	$1.7M	-$2.2M	$3.3M	-$2.6M
Increase (Decrease) in Accounts Receivable and Other Operating Assets	-$952K	-$2.6M	—	-$2.5M	$1.7M	-$2.2M	$3.3M	-$2.6M
Unrealized Gain Loss On Investments In Servicing Related Assets	-$3.3M	-$7.5M	—	-$6.3M	-$2.7M	-$5.9M	-$3.9M	-$1.4M
Amortization of Investment Discount and Premium	$784K	$825K	$774K	$767K	$809K	$1M	$791K	$891K
Accretion (amortization) of discounts and premiums on investments	$784K	$825K	$774K	$767K	$809K	$1M	$791K	$891K
Accretion (Amortization) of Investment Discounts and Premiums	$784K	$825K	$774K	$767K	$809K	$1M	$791K	$891K
Accretion (Amortization) of Discounts and Premiums, Investments	$784K	$825K	$774K	$767K	$809K	$1M	$791K	$891K
Accretion (Amortization) of Investment Discounts and Premiums	$784K	$825K	$774K	$767K	$809K	$1M	$791K	$891K
Net income	$784K	-$12.4M	$11.8M	-$7M	$1.6M	$4.5M	$7.9M	$429K
Amortization of debt issuance costs	$78K	$78K	$77K	$78K	$78K	$78K	$95K	$104K
Amortization expense related to capitalized debt issuance costs	$78K	$78K	$77K	$78K	$78K	$78K	$95K	$104K
Gain (Loss) on Sale of Derivatives	$9.4M	-$8M	$13.6M	$4.6M	$14.8M	-$10.5M	—	-$70K
Stock-based compensation	$124K	$124K	$124K	$84K	$60K	$72K	$71K	$31K
Gain Loss On Sales Of Mortgage Backed Securities MBS	-$1.9M	-$3.7M	-$1.1M	-$4M	-$2.1M	$0	$0	$0

Metrics

Operating

Breakdown

Metrics

Amortization of debt issuance costs

Amortization of Investment Discount and Premium

Accretion (amortization) of discounts and premiums on investments

Change in accrued liabilities

Change in receivables

Accretion (Amortization) of Investment Discounts and Premiums

Net cash from operating activities

Net income

Accretion (Amortization) of Discounts and Premiums, Investments

Amortization expense related to capitalized debt issuance costs

Gain (Loss) on Sale of Derivatives

Gain Loss On Sales Of Mortgage Backed Securities MBS

Increase (Decrease) in Accounts Receivable and Other Operating Assets

Accrued expenses and other liabilities

Gain (loss) on mark-to-market of Escrowed Shares

Unrealized Gain Loss On Investments In Servicing Related Assets

Unrealized Gain Loss On RMBS Measured At Fair Value

Accretion (Amortization) of Investment Discounts and Premiums

Stock-based compensation

Unrealized Gain (Loss) on Derivatives