Portfolio Composition

Portfolio Assets
As of December 31, 2016
Total Portfolio Value: $16.3 Billion
Portfolio Funding
As of December 31, 2016

Chimera manages a diverse portfolio of mortgage assets with the objective of generating high dividend income and maintaining stable book value

Residential Mortgage Credit Portfolio

High yielding residential mortgage credit portfolio with long pay history

Geographically diverse with low average loan balances

Improving mortgage credit fundamentals

U.S. Government Agency Mortgage Portfolio

Prepay protected Agency CMBS

Actively hedged residential mortgage pass-through securities

Highly liquid and attractive financing available