Operating

Chimera Investment Corp.·Cash Flow Statement·33 metrics

Breakdown

Metric	Q2 '24	Q3 '24	Q4 '24	Q1 '25	Q2 '25	Q3 '25	Q4 '25	Q1 '26
Loans held for sale activity	$0	$0	$0	$0	—	—	—	$1.1B
Proceeds from sale and collection of HFS loans	$0	$0	$0	$0	—	—	—	$1.1B
Payments For Origination Of Mortgage Loans Held For Sale	$0	$0	$0	$0	—	—	—	$883.5M
Net cash from operating activities	$69M	$41.4M	$38M	$48.8M	-$7.4M	-$137.5M	-$152.8M	$243.3M
Change in other assets	-$6.8M	$3.4M	$16.7M	$7.5M	-$34.4M	$209.3M	-$194.2M	$67.2M
Increase (Decrease) in Other Operating Assets	-$6.8M	$3.4M	$16.7M	$7.5M	-$34.4M	$209.3M	-$194.2M	$67.2M
Net income	$56.7M	$136.5M	-$146.5M	$167.3M	$35.5M	-$580K	$28.3M	-$43.9M
Gain (Loss) on Disposition of Assets for Financial Service Operations	$0	$0	-$1.5M	$0	-$1.9M	$2M	-$23.3M	-$40.4M
Loss on extinguishment of debt	$0	$0	$0	$2.1M	$0	$0	$20K	-$38.9M
Unrealized Gain (Loss) on Financial Instruments, As Adjusted	$2.7M	$2.7M	$2.7M	$128.9M	—	—	—	-$37.5M
Increase (Decrease) in Margin Deposits Outstanding	$24.6M	$574K	—	-$4.7M	$84.6M	—	$8.9M	-$36.9M
Gain (loss) on mark-to-market of Escrowed Shares	$12M	-$14.5M	$276K	-$6.5M	-$2.6M	-$7.9M	$27.3M	$18.2M
Unrealized Gain (Loss) on Derivatives	$12M	-$14.5M	$276K	-$6.5M	-$2.6M	-$7.9M	$27.3M	$18.2M
Change in other liabilities	$3.1M	$4.2M	$1.3M	$6.2M	-$15.5M	$13.6M	-$9.9M	$17.1M
Depreciation, amortization, and impairment expense	—	—	—	$951K	—	—	—	$9.6M
Amortization of Investment Discount and Premium	-$11.2M	—	—	$3M	-$3.5M	$11.6M	$13.6M	$9.2M
Accretion (amortization) of discounts and premiums on investments	-$11.2M	—	—	$3M	-$3.5M	$11.6M	$13.6M	$9.2M
Accretion (Amortization) of Investment Discounts and Premiums	-$11.2M	—	—	$3M	-$3.5M	$11.6M	$13.6M	$9.2M
Accretion (Amortization) of Discounts and Premiums, Investments	-$11.2M	—	—	$3M	-$3.5M	$11.6M	$13.6M	$9.2M
Accretion (Amortization) of Investment Discounts and Premiums	-$11.2M	—	—	$3M	-$3.5M	$11.6M	$13.6M	$9.2M
Net gains (losses) on investments	-$11.3M	—	-$24.2M	-$1.7M	-$5.3M	-$3M	-$3.1M	-$8.6M
Fair Value Adjustment On Mortgage Loans Held For Sale	$0	$0	$0	$0	—	—	—	-$8.3M
Change in Interest Payable	$3.6M	$763K	$2M	-$3.5M	—	-$3M	—	-$6.2M
Amortization of debt issuance costs	$2.2M	$4.4M	$3.3M	$3M	$4.4M	$5.2M	$6M	$4.4M
Non-cash interest expense	$2.2M	$4.4M	$3.3M	$3M	$4.4M	$5.2M	$6M	$4.4M
Gain (Loss) on Sale of Derivatives	-$17.3M	-$4.9M	$641K	$82K	-$18M	$2M	-$17.5M	$2.9M
Stock-based compensation	$2.4M	$3.2M	$1.5M	$3.7M	$2.1M	$2.1M	$1.7M	$2.7M
Change in accrued investment income	-$10.9M	$6.7M	$4.4M	$2.7M	-$9.5M	-$2.4M	—	-$2.3M
Increase (Decrease) in Accrued Interest Receivable, Net	-$10.9M	$6.7M	$4.4M	$2.7M	-$9.5M	-$2.4M	—	-$2.3M
Gain on origination and sale of loans, net	$0	$0	$0	$0	—	—	—	-$1.6M
Other investment losses	$1M	$1.4M	$2.5M	-$417K	$3M	$1.9M	$1.3M	-$910K
Non-cash imputed compensation related to business acquisition	$0	$0	$10.3M	$341K	$341K	$341K	$341K	$341K
Increase (Decrease) in Derivative Assets	-$17.3M	—	—	$0	$0	$0	$0	-$111K

Metrics

Operating

Breakdown

Metrics

Amortization of debt issuance costs

Amortization of Investment Discount and Premium

Accretion (amortization) of discounts and premiums on investments

Change in accrued investment income

Change in other assets

Change in other liabilities

Net gains (losses) on investments

Accretion (Amortization) of Investment Discounts and Premiums

Loans held for sale activity

Loss on extinguishment of debt

Net cash from operating activities

Net income

Accretion (Amortization) of Discounts and Premiums, Investments

Non-cash interest expense

Depreciation, amortization, and impairment expense

Fair Value Adjustment On Mortgage Loans Held For Sale

Other investment losses

Gain (Loss) on Sale of Derivatives

Gain on origination and sale of loans, net

Gain (Loss) on Disposition of Assets for Financial Service Operations

Non-cash imputed compensation related to business acquisition

Increase (Decrease) in Accrued Interest Receivable, Net

Increase (Decrease) in Derivative Assets

Increase (Decrease) in Margin Deposits Outstanding

Increase (Decrease) in Other Operating Assets

Payments For Origination Of Mortgage Loans Held For Sale

Gain (loss) on mark-to-market of Escrowed Shares

Unrealized Gain (Loss) on Financial Instruments, As Adjusted

Accretion (Amortization) of Investment Discounts and Premiums

Stock-based compensation

Unrealized Gain (Loss) on Derivatives

Change in Interest Payable

Proceeds from sale and collection of HFS loans