Exhibit 99.2

Q3 2015 Supplemental Financial Information November 4, 2015

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. Furthermore, none of the financial information contained in this material has been audited or approved by the Company’s independent registered public accounting firm.

Portfolio Composition as of September 30, 2015  : Excludes unsettled trades. Includes the interest incurred on interest rate swaps.  : Total Portfolio: $15.6 Billion  Total Capital: $3.1 Billion Total Leverage: 3.8:1  Net Investment Analysis  Agency MBS Portfolio Total Assets: $6.5 Billion(1)  Residential Mortgage Credit Portfolio Total Assets: $9.1 Billion(1)

September 30, 2015  : June 30, 2015  : GAAP Asset Allocation: Quarter Over Quarter Comparison(1)   : (1) Based on Fair Value.  Total Portfolio: $15.4 Billion

(1) Consists of tranches of RMBS and loan securitizations sold to third parties.  : September 30, 2015  : June 30, 2015  : GAAP Financing Sources: Quarter Over Quarter Comparison  Total Financing: $11.9 Billion  Total Financing: $11.7 Billion

Agency & Repo Summary  Agency Securities – As of September 30, 2015  Repo Days to Maturity – As of September 30, 2015  Agency Securities – As of June 30, 2015  Repo Days to Maturity – As of June 30, 2015  : ($ in thousands)  : Coupon is a weighted average for Commercial and Agency IO Notional Agency IO was $6.6 and $6.8 million as of 9/30/2015 and 6/30/2015 respectively. Excludes unsettled trades

Interest Rate Sensitivity as of September 30, 2015  : Agency, Swap and Derivative Portfolio  : Based on instantaneous moves in interest rates.

Consolidated RMBS & Loan Securitizations  : Contains collateral from Springleaf 2012-2A Trust. Contains collateral from Springleaf 2012-1A Trust. Contains collateral from Springleaf 2011-1A Trust. Contains collateral from CSMC 2010-12R. Trust. ($ in thousands) At Issuance / Acquisition As of September 30, 2015 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 2015 Whole Loan Securitization CSMC 2015-RPL4    $397,098 $186,636 $210,462 $392,753 $341,131 $51,622 2015 Whole Loan Securitization  CIM 2015-3AG(1)   698,812  520,935  177,877  680,136  503,747 176,390 2015 Whole Loan Securitization  CIM 2015-2AG(2)   330,293  276,998   53,295  308,520  256,527  51,993 2015 Whole Loan Securitization  CIM 2015-1EC      268,731  214,985   53,746  256,260  201,301  54,959 2014 Whole Loan Securitization  CSMC 2014-CIM1(3) 333,865  268,087   65,779  294,081  229,439  64,642 2011-2013  Whole Loan Securitization SLFMT 2012-3A 1,030,568 899,686 130,882 756,955  521,803 235,152 2011-2013  Whole Loan Securitization SLFMT 2013-1A 1,021,846 1,019,291 2,555 781,311  721,298  60,013 2011-2013  Whole Loan Securitization SLFMT 2013-2A 1,137,308 1,134,464 2,844 953,738  917,028  36,710 2011-2013  Whole Loan Securitization SLFMT 2013-3A  500,390  499,139   1,251 449,584  286,344 163,240 2014 RMBS Securitization        CSMC 2014-4R(4)    367,271     -    367,271  300,443     -    300,443 2012 Whole Loan Securitization  CSMC 2012-CIM1    741,939   707,810   34,129 122,303   90,617  31,686 2012 Whole Loan Securitization  CSMC 2012-CIM2    425,091   404,261   20,830  97,296   77,658  19,638 2012 Whole Loan Securitization  CSMC 2012-CIM3    329,886   305,804   24,082 181,189  160,378  20,811 2010 RMBS Securitization        CSMC 2010-1R     1,730,581  691,630 1,038,951 751,180  46,530 704,650 2010 RMBS Securitization        CSMC 2010-11R     566,571   338,809  227,762 328,664  113,783 214,881 2009 RMBS Securitization        CSMC 2009-12R    1,730,698  915,566  815,132 685,116  159,975 525,141 2009 RMBS Securitization        JPMRR 2009-7     1,522,474  856,935  665,539 622,852  218,431 404,420 2009 RMBS Securitization        JMAC 2009-R2       281,863  192,500   89,363 110,740   50,065  60,675 2008 Whole Loan Securitization PHHMC 2008-CIM1     619,710  549,142   70,568  79,569   56,903  22,666 TOTAL $14,034,995 $9,982,678 $4,052,318 $8,152,690 $4,952,958 $3,199,732 % of origination remaining 58% 50% 79%  

Q3 2015 Supplemental Financial Information