C H E R R Y H I L L L MORTGAGE INVESTMENT CORPORATION Third Quarter 2023 Legal Disclaimer FORWARD-LOOKING STATEMENTS. Certain statements in this presentation may constitute forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995, including without limitation references to potential or expected future cash flows, estimated or expected returns, sometimes referred to as initial IRR, updated IRR, expected IRR, lifetime IRR, life-to-date IRR or current-to-maturity IR ...

[FORWARD-LOOKING INFORMATION](index=5&type=section&id=FORWARD-LOOKING%20INFORMATION) This section outlines forward-looking statements, highlighting their inherent risks and uncertainties that could cause actual results to differ materially - Forward-looking statements are identified by words such as 'believe', 'expect', 'anticipate', 'estimate', 'plan', 'continue', 'intend', 'should', 'could', 'would', 'may', 'potential' or their negatives - Actual results may differ materially from forward-looking statements due to substantial risks and uncertainties, many of which are difficult to predict and beyond the company's control - Key risk factors include general volatility of capital markets, accelerating inflationary trends, changes in investment objectives, availability of capital, ability to manage subsidiaries, dependence on external Manager, increased default rates, impact of pandemics, changes in interest rates/spreads/prepayment rates, and REIT qualification requirements [PART I. FINANCIAL INFORMATION](index=7&type=section&id=PART%20I.%20FINANCIAL%20INFORMATION) [Item 1. Consolidated Financial Statements](index=7&type=section&id=Item%201.%20Consolidated%20Financial%20Statements) This section presents the company's core financial statements and notes, detailing financial position, performance, equity, and cash flows [Consolidated Balance Sheets](index=7&type=section&id=Consolidated%20Balance%20Sheets) The Consolidated Balance Sheets detail financial position, with assets and liabilities increasing due to RMBS and repurchase agreements Assets (in thousands) | Asset Category | June 30, 2023 | December 31, 2022 | | :--- | :--- | :--- | | RMBS, at fair value | $1,054,251 | $931,431 | | Investments in Servicing Related Assets, at fair value | $264,906 | $279,739 | | Cash and cash equivalents | $53,021 | $57,320 | | Derivative assets | $26,504 | $45,533 | | **Total Assets** | **$1,441,513** | **$1,408,825** | Liabilities (in thousands) | Liability Category | June 30, 2023 | December 31, 2022 | | :--- | :--- | :--- | | Repurchase agreements | $979,907 | $825,962 | | Derivative liabilities | $7,472 | $24,718 | | Notes payable | $174,968 | $183,888 | | **Total Liabilities** | **$1,178,944** | **$1,143,309** | Stockholders' Equity (

Cherry Hill Mortgage Investment Corporation (NYSE:CHMI) Q2 2023 Earnings Conference Call August 3, 2023 5:00 PM ET Company Participants Garrett Edson - Investor Relations Jay Lown - President and Chief Executive Officer Julian Evans - Chief Investment Officer Michael Hutchby - Chief Financial Officer Conference Call Participants Mikhail Goberman - JMP Securities Matthew Howlett - B.Riley Operator Ladies and gentlemen, thank you for standing by. Welcome to the Cherry Hill Mortgage Investment Corporation Seco ...

Cherry Hill Mortgage Investment Corporation (NYSE:CHMI) Q1 2023 Earnings Conference Call May 8, 2023 5:00 PM ET Company Participants Garrett Edson - ICR Jeffrey Lown - President, Chief Executive Officer & Director Julian Evans - Chief Information Officer Michael Hutchby - Chief Financial Officer, Treasurer, Secretary & Head, Investor Relations Conference Call Participants Mikhail Goberman - JMP Securities Matthew Howlett - B. Riley Securities Operator Good day, and thank you all for standing by. Welcome to ...

| --- | --- | --- | --- | --- | |---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|-------|-----------|-------|-----------| | | | | | | | March 31, 2023 and 100,000,000 shares authorized and 2,781,635 shares issued and outstanding as of December 31, 20 ...

Cherry Hill Mortgage Investment Corporation (NYSE:CHMI) Q4 2022 Earnings Conference Call March 7, 2023 5:00 PM ET Company Participants Garrett Edson - Investor Relations, ICR Jay Lown - President and Chief Executive Officer Julian Evans - Chief Investment Officer Michael Hutchby - Chief Financial Officer Conference Call Participants Mikhail Goberman - JMP Securities Matthew Howlett - B.Riley Operator Thank you for standing by, and welcome to the conference call, the Cherry Hill Mortgage Investment Corporati ...

Investor Presentation Legal Disclaimer CAUTIONARY NOTE REGARDING EXPECTED RETURNS AND EXPECTED YIELDS. Expected returns and expected yields are presented for illustrative purposes only and are estimates of the annualized effective rate of return that we presently expect to be earned over the expected average life of an investment (i.e., IRR), after giving effect, in the case of returns, to existing leverage and existing hedging costs, and calculated on a weighted average basis. Expected returns and expected ...

Cherry Hill Mortgage Investment Corporation (NYSE:CHMI) Q3 2022 Results Conference Call November 2, 2022 5:00 PM ET Company Participants Garrett Edson - Managing Director, ICR Jay Lown - President and CEO Julian Evans - Chief Investment Officer Michael Hutchby - Chief Financial Officer Conference Call Participants Henry Coffey - Wedbush Mikhail Goberman - JMP Securities Operator Good day, and thank you for standing by. Welcome to the Cherry Hill Mortgage Investment Corp Third Quarter 2022 Earnings Conferenc ...

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q (Mark One) ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2022 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 INVESTMENT CORPORATION (Exact name of registrant as specified in its charter) Ma ...

Cherry Hill Mortgage Investment Corporation (NYSE:CHMI) Q2 2022 Earnings Conference Call August 3, 2022 5:00 PM ET Company Participants Garrett Edson - Managing Director, ICR Jay Lown - President & Chief Executive Officer Julian Evans - Chief Investment Officer Michael Hutchby - Chief Financial Officer Conference Call Participants Henry Coffey - Wedbush Mikhail Goberman - JMP Securities Matthew Howlett - B. Riley Operator Thank you for standing by. My name is Cheryl, and I will be your conference operator t ...