Chimera Investment (CIM) Investor presentation summary

Business overview and platform

• Hybrid mortgage REIT investing across residential loans, non-agency, and agency securities, with a focus on diversified mortgage credit products.

• Scaled mortgage credit platform with $13.1B in REIT assets, $2.5B in equity, and $22.4B in third-party managed loans as of December 31, 2024.

• Offers bespoke asset and investment management solutions for institutional investors, managing private asset-backed credit funds.

• Emphasizes asset-level credit risk management, leveraging proprietary technologies and data management for efficiency.

Management and operational capabilities

• Leadership team with over 25 years of experience each, covering CEO, CFO, CIO, Chief Credit & Risk Officer, and Chief Legal Officer roles.

• Dedicated teams for investments, risk management, data intelligence, finance, accounting, tax, legal, and operations.

• Robust execution capabilities across all business functions, supporting strategic vision and operations.

Investment portfolio and risk management

• Portfolio includes $9.58B in securitized re-performing loans, $1.06B in non-agency RMBS, $519M in agency MBS, and $389M in prime jumbo loans.

• One of the largest issuers of re-performing loan securitizations, with $10.6B in securities outstanding and $3B retained.

• Proprietary applications and real-time data warehouse enable dynamic investment valuation, risk intelligence, and asset transparency.

• High-touch, end-to-end underwriting and asset management, including comprehensive due diligence and ongoing project-level monitoring.