Chimera Investment (CIM) Trailing 12-Month Cash Flow Statement

Cash Flow Summary

Chimera Investment (CIM) trailing twelve month cash flow statement covering six trailing twelve month periods to June 30, 2026, as reported to the SEC.

Chimera Investment used $386.15M of cash in operations in the twelve months ended June 30, 2026, after a profit of $120.74M a year earlier.
That is -318.9 times its reported net income of $1.21M.
Investing activities used $280.55M and financing activities provided $867.82M. Overall, cash went up $201.12M.
Chimera Investment paid $131.93M in dividends.

A cash flow statement shows the cash that actually came in and went out, split between running the business, investing and financing.

Figures in USD millions

						Jun'26	Mar'26	Dec'25	Sep'25	Jun'25	Mar'25
Cash Flows From Operating Activities:
Net income (loss)
1	19	230	55	192	213	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss)						1	19	230	55	192	213	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Adjustments to reconcile net income (loss) to net cash (used in) provided by operating activities:
(Accretion) Amortization of investment discounts/premiums, net
42	30	24	16	11	3	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Accretion) Amortization of investment discounts/premiums, net						42	30	24	16	11	3	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Accretion of deferred financing costs, debt issuance costs, and Securitized debt discounts/premiums, net
19	20	18	15	15	12	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Accretion of deferred financing costs, debt issuance costs, and Securitized debt discounts/premiums, net						19	20	18	15	15	12	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of swaption premium
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of swaption premium						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of deferred financing costs
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of deferred financing costs						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized (gains) losses on derivatives
52	34	10	-16	-23	-8	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized (gains) losses on derivatives						52	34	10	-16	-23	-8	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Payments) proceeds for derivative settlements
-2	-0	-	-	-	-17	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Payments) proceeds for derivative settlements						-2	-0	-	-	-	-17	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net realized losses (gains) on option contracts settled
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net realized losses (gains) on option contracts settled						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds (payments) for derivative sales and settlements
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds (payments) for derivative sales and settlements						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Margin received (paid) on derivatives
-56	37	69	52	72	12	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Margin received (paid) on derivatives						-56	37	69	52	72	12	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized (gains) losses on financial instruments at fair value
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized (gains) losses on financial instruments at fair value						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized losses (gains) on financial instruments at fair value
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized losses (gains) on financial instruments at fair value						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized losses (gains) on interest rate swaps
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net unrealized losses (gains) on interest rate swaps						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other investment (gains) losses
3	5	5	6	6	4	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other investment (gains) losses						3	5	5	6	6	4	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase in provision for credit losses
17	15	15	14	12	11	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase in provision for credit losses						17	15	15	14	12	11	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Depreciation, amortization, and impairment of intangible assets
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Depreciation, amortization, and impairment of intangible assets						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of intangibles and depreciation expenses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of intangibles and depreciation expenses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on origination and sale of loans, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on origination and sale of loans, net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for loan losses, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for loan losses, net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)
-71	-63	-23	-1	-3	-1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)						-71	-63	-23	-1	-3	-1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net other-than-temporary credit impairment losses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net other-than-temporary credit impairment losses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized losses on principal write-downs of non-Agency RMBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized losses on principal write-downs of non-Agency RMBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on extinguishment of debt
-41	-38	2	2	2	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on extinguishment of debt						-41	-38	2	2	2	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Equity-based compensation expense
9	8	9	9	10	10	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Equity-based compensation expense						9	8	9	9	10	10	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-cash imputed compensation related to business acquisition
1	1	1	11	10	10	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-cash imputed compensation related to business acquisition						1	1	1	11	10	10	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Direct loan origination costs, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Direct loan origination costs, net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales, settlements and proceeds from sale of loans held-for-sale
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales, settlements and proceeds from sale of loans held-for-sale						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Fair value adjustment on mortgage loans held-for-sale
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Fair value adjustment on mortgage loans held-for-sale						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Changes in operating assets:
Restricted stock grants
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Restricted stock grants						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease in accrued interest receivable
-2	-11	-6	-4	4	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease in accrued interest receivable						-2	-11	-6	-4	4	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Decrease) increase in other assets
80	47	-11	199	-6	20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Decrease) increase in other assets						80	47	-11	199	-6	20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Changes in operating liabilities:
Increase (decrease) in accounts payable and other liabilities
23	5	-5	5	-3	14	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Increase (decrease) in accounts payable and other liabilities						23	5	-5	5	-3	14	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Increase (decrease) in investment management fees and expenses payable to affiliate
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Increase (decrease) in investment management fees and expenses payable to affiliate						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease in accrued interest payable
-1	-3	-0	-1	2	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease in accrued interest payable						-1	-3	-0	-1	2	2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) provided by operating activities
-386	-54	-248	-58	120	197	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) provided by operating activities						-386	-54	-248	-58	120	197	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Cash Flows From Investing Activities:
Net cash (used in) investing activities
-280	-1,126	-1,657	-630	-1,334	-245	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) investing activities						-280	-1,126	-1,657	-630	-1,334	-245	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Cash Flows From Financing Activities:
Proceeds from secured financing agreements
66,957	60,489	54,499	46,796	38,228	33,593	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from secured financing agreements						66,957	60,489	54,499	46,796	38,228	33,593	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on secured financing agreements
64,259	56,964	51,767	45,147	36,376	32,990	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on secured financing agreements						64,259	56,964	51,767	45,147	36,376	32,990	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net proceeds from preferred stock offerings
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net proceeds from preferred stock offerings						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on repurchase of common stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on repurchase of common stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds on issuance of common stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds on issuance of common stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payment of deferred financing costs
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payment of deferred financing costs						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from securitized debt borrowings, collateralized by Loans held for investment
609	231	1,011	1,011	1,120	1,120	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from securitized debt borrowings, collateralized by Loans held for investment						609	231	1,011	1,011	1,120	1,120	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on securitized debt borrowings, collateralized by Loans held for investment
2,337	2,250	1,543	1,486	1,506	1,494	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on securitized debt borrowings, collateralized by Loans held for investment						2,337	2,250	1,543	1,486	1,506	1,494	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on securitized debt borrowings, collateralized by Non-Agency RMBS
0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payments on securitized debt borrowings, collateralized by Non-Agency RMBS						0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Settlement of warrants
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Settlement of warrants						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net proceeds from direct purchase and dividend reinvestment
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net proceeds from direct purchase and dividend reinvestment						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repurchase of securitized debt borrowings, collateralized by Non-Agency RMBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repurchase of securitized debt borrowings, collateralized by Non-Agency RMBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common dividends paid
131	124	122	120	125	122	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common dividends paid						131	124	122	120	125	122	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Preferred dividends paid
85	85	86	85	110	107	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Preferred dividends paid						85	85	86	85	110	107	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by (used in) financing activities
867	1,410	2,106	1,082	1,301	132	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by (used in) financing activities						867	1,410	2,106	1,082	1,301	132	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase in cash, cash equivalents and restricted cash
201	229	200	394	87	84	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase in cash, cash equivalents and restricted cash						201	229	200	394	87	84	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Supplemental disclosure of cash flow information:
Interest received
826	826	799	781	763	758	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest received						826	826	799	781	763	758	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest paid
572	559	534	513	495	480	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest paid						572	559	534	513	495	480	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Management fees and expenses paid
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Management fees and expenses paid						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Income taxes paid
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Income taxes paid						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in fair value of contingent earn-out liability
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in fair value of contingent earn-out liability						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payable for investments purchased
-384	576	3	524	378	487	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Payable for investments purchased						-384	576	3	524	378	487	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in fair value of contingent earn-out liability
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in fair value of contingent earn-out liability						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Receivable for investments sold
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Receivable for investments sold						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net change in unrealized gain (loss) on available-for-sale securities
-23	-20	-13	-34	-21	-27	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net change in unrealized gain (loss) on available-for-sale securities						-23	-20	-13	-34	-21	-27	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net change in unrealized gain (loss) on available-for sale securities
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net change in unrealized gain (loss) on available-for sale securities						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-cash financing activities:
Retained beneficial interests
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Retained beneficial interests						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividends declared, not yet paid
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividends declared, not yet paid						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Variable Interest Entities, Primary Beneficiary
Net increase (decrease) in provision for credit losses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase (decrease) in provision for credit losses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase (decrease) in provision for credit losses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net increase (decrease) in provision for credit losses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Agency MBS portfolio
Purchases
4,628	5,374	4,226	3,400	2,549	1,220	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases						4,628	5,374	4,226	3,400	2,549	1,220	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales
1,167	1,156	1,156	1,580	662	534	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales						1,167	1,156	1,156	1,580	662	534	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments
493	289	192	142	115	90	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments						493	289	192	142	115	90	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-agency RMBS Portfolio
Purchases
-	-	-	-	47	62	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases						-	-	-	-	47	62	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales
166	178	165	141	12	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales						166	178	165	141	12	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments
89	112	92	89	89	72	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments						89	112	92	89	89	72	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-Agency RMBS, at fair value
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-Agency RMBS, at fair value						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Loans held for investment
Sales
1,812	1,352	154	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Sales						1,812	1,352	154	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments
1,307	1,422	1,470	1,457	1,424	1,351	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments						1,307	1,422	1,470	1,457	1,424	1,351	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases
474	40	441	573	1,013	982	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases						474	40	441	573	1,013	982	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx