CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

TWO SIGMA SECURITIES, LLC's Holding History (CIK: 0001450144)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 139,103 Value ($000) $437 Avg Close — Range —
Q4 2014
Shares 54,193 Value ($000) $172 Avg Close — Range —