Exhibit 99.2

WWW.CHIMERAREIT.COM Financial Update December 2013

Disclaimer This material is not intended to be exhaustive, is preliminary in nature and may be subject to change. In addition, much of the information contained herein is based on various assumptions (some of which are beyond the control of Chimera Investment Corporation, the “Company”) and may be identified by reference to a future period or periods or by the use of forward-looking terminology, such as “believe,” “expect,” “anticipate,” “estimate,” “plan,” “continue,” “intend,” “should,” “may,” “would,” “projected,” “will” or similar expressions, or variations on those terms or the negative of those terms. The Company’s forward-looking statements are subject to numerous risks, uncertainties and other factors, including the impact of the transition to a new independent registered public accounting firm and the Company’s ability to timely complete the process necessary to file its quarterly and annual reports for the quarters and year subsequent to September 30, 2012. Furthermore, none of the financial information contained in this material has been audited or approved by the Company’s independent registered public accounting firm.

3 Information is unaudited, estimated and subject to change. 56% 29% 6% 4% 4% Consolidated RMBS & Loans Agency RMBS Non-Agency Subordinate Non-Agency Senior IO Cash and Cash Equivalent 58% 29% 7% 4% 2% Consolidated RMBS & Loans Agency RMBS  Non-Agency Subordinate  Non-Agency Senior IO  Cash and Cash Equivalents Chimera GAAP Asset Allocation: Quarter Over Quarter Comparison (1) Consists of RMBS and loans transferred to variable interest entities which are consolidated under GAAP. The cash balance for September 30, 2013 includes net trade date receivables. September 30, 2013 June 30, 2013 Total Portfolio: $7.0 Billion (1) Total Portfolio: $7.1 Billion (1)

4 4 Information is unaudited, estimated and subject to change. 48% 52% Repurchase Agreements, Agency RMBS 42% 58% Repurchase Agreements, Agency RMBS GAAP Financing Sources: Quarter Over Quarter Comparison (1) Consists of tranches of RMBS and loan securitizations sold to third parties. September 30, 2013 June 30, 2013 Total Financing: $3.3 Billion Total Financing: $3.5 Billion (1) (1)

5 5 Information is unaudited, estimated and subject to change. Maturity Principal Balance Weighted Average Rate Weighted Average Days 2 to 30 days $753,743 0.42% 31 to 59 days 332,985 0.41% 60 to 89 days 205,962 0.40% 120 to 360 days 185,451 0.58% Total $1,478,141 0.43% 71 Coupon  Current Face  Weighted Average Price  Weighted Average CPR 3.50%  $292,038  106.42  3.6 4.00%  604,552  107.83  14.5 4.50%  565,124  102.52  26.1 5.00%  329,195  103.68  22.9 5.50%  99,695  103.14  40.6 6.00%  26,227  104.54  38.2 7.00%  14,652 103.26 46.1 Totals  $1,931,482 Agency & Repo Summary Agency Pass-Throughs – As of September 30, 2013 Repo Days to Maturity - As of September 30, 2013 Agency Pass-Throughs – As of June 30, 2013 Repo Days to Maturity - As of June 30, 2013 Maturity  Principal Balance  Weighted Average Rate  Weighted Average Days 2 to 30 days  $725,407  0.39% 31 to 59 days  654,992  0.40% 90 to 119 days  23,475  0.43% 120 to 360 days  185,451  0.58% Total  $1,589,325  0.42%  58 ($ in thousands) Coupon  Current Face  Weighted Average Price Weighted Average CPR 3.00% $99,705 96.46 1.0 3.50% 285,021106.42 7.5 4.00%  821,551  106.16  9.0 4.50%  614,367  102.93  14.0 5.50%  86,998  103.13  31.0 7.00%  12,378  103.26  51.9 Totals  $1,920,020

6 6 Information is unaudited, estimated and subject to change.Interest Rate Sensitivity Agency Pass-Through Portfolio and Swap Book Note: As of September 30, 2013. ($ in thousands)

7 7 Information is unaudited, estimated and subject to change. Consolidated Seuritizations ($ in thousands) At Origination  As of September 30, 2013 Vintage  Deal  Type  Total Original Face  Total of Tranches Sold  Total of Tranches Retained  Total Remaining Face  Remaining Face of Tranches Sold  Remaining Face of Tranches Retained 2012  Whole Loan Securitization  CSMC - 2012-CIM1  $741,939  $707,810  $34,129  $258,091  224,814  33,277 2012  Whole Loan Securitization  CSMC - 2012-CIM2  425,091  404,261  20,830  173,046  152,648  20,398 2012  Whole Loan Securitization  CSMC - 2012-CIM3  329,886  305,804  24,082  256,781  234,097  22,683 2010  RMBS Securitization  CSMC - 2010-1R  1,730,581  691,630  1,038,951  973,870  138,827  835,043 2010  RMBS Securitization  CSMC - 2010-12R  1,239,176  435,177  803,999  764,420  68,972  695,448 2010  RMBS Securitization  CSMC - 2010-11R  566,571  193,490  373,081  385,507  160,467  225,041 2009  RMBS Securitization  CSMC - 2009-12R  1,730,698  915,566  815,132  885,349  262,003  623,346 2009  RMBS Securitization  JPMRR - 2009-7  1,522,474  856,935  665,539  805,419  338,110  467,309 2009  RMBS Securitization  JMAC - 2009-R2  281,863  192,500  89,363  143,135  73,622  69,513 2008  Whole Loan Securitization  PHH - 2008-CIM1  619,710  549,142  70,568  133,246  102,154  31,091 $9,187,991  $5,252,316  $3,935,676  $4,778,864  $1,755,714  $3,023,149 % of origination  52%  33%  77%

8 8 Information is unaudited, estimated and subject to change. Consolidated RMBS – Retained Tranche Performance Weighted Average Loan To Value % Weighted Average FICO Score Weighted Average Loan Size Weighted Average Owner Occupied % ($ in thousands) 68.0% 69.0% 70.0% 71.0% 72.0% 73.0% 74.0% 75.0% Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 708 709 710 711 712 713 714 715 Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 81.0% 81.5% 82.0% 82.5% 83.0% 83.5% 84.0% 84.5% 85.0% Jun-10 Sep-10 Dec-10 Mar-11 Jun-11Sep-11Dec-11Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 $360 $370 $380 $390 $400 $410 $420 $430 $440 Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13

9 9 Information is unaudited, estimated and subject to change. Consolidated RMBS – Retained Tranches Performance Weighted Average Delinquency Pipeline Weighted Average 12 month Severity vs. Severity at Purchase Weighted Average Voluntary Prepayment Rate (VPR) vs. VPR at Purchase 0% 5% 10% 15% 20% 25% 30% 35% 40% Jun-10 Sep-10Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 WA 60+ Day Delinq WA 90+ Day Delinq 0% 10% 20% 30% 40% 50% 60% 70% 80% Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 WA 12M Sev Purchase Sev 0% 5% 10% 15% 20% Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 WA 3M CPR WA 3M VPR Purchase VPR

10 10 Information is unaudited, estimated and subject to change. Cumulative Dividend History Dividends Per Quarter $1 $11 $17 $23 $30 $40 $78 $158 $272 $386 $516 $675 $850 $993 $1,127 $1,260 $1,373 $1,486 $1,579 $1,671 $1,763 $1,856 $1,948 $2,041 $2,133 -$300 $200 $700 $1,200 $1,700 $2,200 4Q07 1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 3Q09 4Q09 1Q10 2Q10 3Q10 4Q10 1Q11 2Q11 3Q11 4Q11 1Q12 2Q12 3Q12 4Q12 1Q13 2Q13 3Q13 4Q13 $ in Millions Cumulative Dividends Dividends Per Quarter