CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

TWO SIGMA ADVISERS, LP's Holding History (CIK: 0001478735)

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

Q1 2015
Shares 5,566,435 Value ($000) $17,479 Avg Close — Range —
Q4 2014
Shares 5,623,335 Value ($000) $17,882 Avg Close — Range —
Q3 2014
Shares 3,117,919 Value ($000) $9,478 Avg Close — Range —
Q2 2014
Shares 2,682,719 Value ($000) $8,558 Avg Close — Range —
Q1 2014
Shares 1,375,919 Value ($000) $4,210 Avg Close — Range —
Q4 2013
Shares 246,619 Value ($000) $764 Avg Close — Range —