Company: CHMI-PB
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001140361-25-040783
Chunk: 17

Company: Cherry Hill Mortgage Investment Corp
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 2
Chunk 17
---
 fair value through earnings for the three-month period ended September 30, 2025 was $10.7 million as compared to $3.5 million for the three-month period
            ended June 30, 2025. The increase of $7.2 million in unrealized gain on RMBS measured at fair value through earnings was a result of drop in interest rates during the period combined with spread tightening.

          Unrealized gain on RMBS measured at fair value through earnings for the nine-month period ended September 30, 2025 was $29.0 million as compared to $12.2 million for the nine-month period ended
            September 30, 2024. The increase of $16.8 million in unrealized gain on RMBS measured at fair value through earnings was due to a drop in interest rates during the period combined with spread tightening.

            58

          Unrealized Gain (Loss) on Derivatives

          Unrealized gain on derivatives for the three-month period ended September 30, 2025 was approximately $2.5 million as compared to an unrealized loss of $19.1 million for the three-month period
            ended June 30, 2025. The decrease of $21.6 million in unrealized loss on derivatives was primarily due to changes in interest rates and the composition of our derivatives relative to the prior period.

          Unrealized loss on derivatives for the nine-month period ended September 30, 2025 was approximately $39.4 million as compared to $12.0 million for the nine-month period ended September 30,
            2024. The increase of $27.4 million in unrealized loss on derivatives was primarily due to changes in interest rates and the composition of our derivatives relative to the prior period.

          Unrealized Loss on Investments in Servicing Related Assets

          Unrealized loss on our investments in Servicing Related Assets for the three-month period ended September 30, 2025 was
            approximately $5.9 million as compared to $2.7 million for the three-month period ended June 30, 2025. The increase of $3.2 million in unrealized loss on our investments in Servicing Related Assets was primarily due to changes in valuation
            inputs or assumptions and paydown of underlying loans.

          Unrealized loss on our investments in Servicing Related Assets for the nine-month period ended September 30, 2025 was
            approximately $15.0 million as compared to $14