Chimera Investment Corporation · NYSE:CIM
Chimera Investment — Conference Presentation (October 2026)
21 slides from Chimera Investment's conference presentation, October 2026
Slide 1: Aggregator & HomeXpress Origination Overview
R ESIDENTIAL F OCUS | D IVERSIFIED I NCOME AGGREGATOR & HOMEXPRESS ORIGINATION OVERVIEW October 2026
Slide 2: Disclaimer
Disclaimer In this presentation references to “we,” “us,” “our,” “Chimera,” or “the Company” refer to Chimera Investment Corporation and its subsidiaries unless specifically stated otherwise or the context otherwise indicates. This presentation includes “forward-looking statements” within the meanin
Slide 3: Chimera Investment Corporation
Chimera Investment Corporation We are a fully integrated hybrid mortgage REIT delivering diversified investment and platform solutions across the mortgage product spectrum. HYBRID ▪ Invests across the spectrum of mortgage products, including residential loans, mortgage securities and servicing right
Slide 4: Chimera Investment Corporation: Diverse sources of revenue
Chimera Investment Corporation Diverse sources of revenue and synergistic platform capabilities. INVESTMENT PORTFOLIO MORTGAGE BANKING Investment Income Capital Markets & Advisory Income ▪ Diversified residential investment portfolio ▪ Loan production & acquisition for capital market investors ▪ Aff
Slide 5: HomeXpress
‘ HOMEXPRESS we ———- MORTGAGE CORP. ————
Slide 6: HomeXpress | Residential Origination Highlights
HomeXpress | Residential Origination Highlights A leading partner for loan brokers and correspondent lenders across the U.S. ▪ Leading nationwide non-QM residential mortgage originator. HOMEXPRESS ▪ Established in 2016 with over $15 billion in loans originated since inception. ▪ Acquired by Chimera
Slide 7: HomeXpress | Q2 2026 Residential Origination Highlights
HomeXpress | Q2 2026 Residential Origination Highlights(1) A leading partner for loan brokers and correspondent lenders across the U.S. LEADING ▪ 30% increase in volume versus Q2 2025. NON-QM ORIGINATOR ▪ Q2 2026 wholesale volumes represented 87% with non-delegated correspondent accounting for 13%.
Slide 8: HomeXpress | National Coverage
HomeXpress | National Coverage HomeXpress originates loans nationally – In trailing 12 months, loans were originated in 46 states and DC. Substantially all on a wholesale basis. GEOGRAPHIC DISTRIBUTION OF LOAN ORIGINATIONS FY 2023 FY 2024 FY 2025 YTD 2026* CA 26.8% 25.5% 27.4% 29.7% FL 17.6% 16.9% 1
Slide 9: Palisades
¥.«PALISADES
Slide 10: An Overview of Palisades Advisory Services
An Overview of Palisades Advisory Services(1) Palisades offers institutions access to the residential loan markets without the need to build internal infrastructure. Due Transaction Diligence Management Oversight TURN-KEY ASSET MANAGEMENT PLATFORM ▪ Plug-and-play operation since 2012, with SME’s acr
Slide 11: Palisades' management philosophy rooted in high touch credit risk management
Palisades’ management philosophy rooted in a high touch approach to credit risk management Palisades’ extensive expertise in default management has fostered a proactive and hands-on approach across the entire platform. DUE DILIGENCE & ASSET & RISK COLLATERAL CAPITAL PORTFOLIO TRANSACTION MANAGEMENT
Slide 12: Palisades | Asset Management
Palisades | Asset Management The Asset Management Team uses proprietary data and dashboards to optimize portfolio health, manage defaults, and mitigate losses. High Portfolio level and macroeconomic analytics reviewed by Client PM analytics team to analyze trends, risks, and create feedback loop ANA
Slide 13: Prism Capital Funding
Prism Capital Funding Chimera’s Whole Loan Aggregation Conduit & Securitization Platform
Slide 14: Prism | Whole Loan Aggregation & Securitization
Prism | Whole Loan Aggregation & Securitization Prism builds on Chimera’s securitization history, combining captive origination with third-party acquisition and Palisades asset management capabilities. P R I S M | CHIMERA’S WHOLE LOAN CONDUIT & SECURITIZATION PLATFORM LOAN SOURCING PRISM AGGREGATION
Slide 15: Investment team has access and visibility across residential assets
Chimera’s investment team has access and visibility across the spectrum of residential assets CUSTOMIZED SOLUTIONS CLIENTS LENDING PARTNERS Connectivity with large managed account clients Nationwide network of existing lending partners creates access & visibility across residential market across res
Slide 16: Appendix
Appendix
Slide 17: Chimera's Residential Credit | Q2 2026 Portfolio Summary
Chimera’s Residential Credit | Q2 2026 Portfolio Summary ▪ We acquire residential mortgage loans from banks, non-bank financial institutions and government sponsored agencies. OVERVIEW ▪ We finance purchases of mortgage loans via warehouse facilities and repurchase agreements. ▪ We securitize loans
Slide 18: Chimera's Residential Credit | Q2 2026 Delinquency Experience
Chimera’s Residential Credit | Q2 2026 Delinquency Experience 60+ DAY DELINQUENCY EXPERIENCE(1) RE-PERFORMING LOANS (RPL) (% of Total Loan Balance) INVESTOR LOANS (DSCR) (% of Total Loan Balance) 9.5 6.5 6.1 9.1 9.0 8.8 5.2 4.7 8.5 8.0 3.9 7.5 2.6 7.0 1.3 6.5 6.0 0.0 Sep-24 Jun-24 Jun-26 Jun-23 Sep-
Slide 19: Chimera's Residential Credit | Q2 2026 Prepayment Experience
Chimera’s Residential Credit | Q2 2026 Prepayment Experience PREPAYMENT EXPERIENCE (ANNUALIZED %)(1) RE-PERFORMING LOANS (RPL) INVESTOR LOANS (DSCR) 8 25 23.1 7.0 6.2 18.1 20 6 15 4 10 2 5 0 0 Sep-23 Sep-24 Sep-23 Sep-24 Jun-23 Jun-25 Sep-25 Jun-26 Dec-23 Jun-24 Dec-24 Jun-23 Jun-25 Sep-25 Jun-26 De
Slide 20: Chimera's Consolidated Loan Securitizations
Chimera’s Consolidated Loan Securitizations | as of June 30, 2026 ORIGINAL FACE ($ Thousands) REMAINING FACE ($ Thousands) WEIGHTED AVERAGE COUPON (WAC) VINTAGE DEAL TOTAL SOLD RETAINED TOTAL SOLD RETAINED Outstanding Bonds Sold Underlying Collateral FIRST CALL DATE 2026 CIM 2026-R1 287,174 243,854
Slide 21: Endnotes
Endnotes Slide #7 1. HomeXpress was acquired on October 1, 2025 and is not included in Chimera's consolidated results for periods prior to Q4 2025. Any data prior to Q4 2025 reflects HomeXpress standalone results. Slide #10 1. Unaudited total debt related to third-party managed loans and real estate
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