CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q1 2015
Shares 4,817,339 Value ($000) $15,126 Avg Close — Range —
Q4 2014
Shares 4,393,678 Value ($000) $13,972 Avg Close — Range —
Q3 2014
Shares 3,955,388 Value ($000) $12,024 Avg Close — Range —
Q2 2014
Shares 4,277,343 Value ($000) $13,645 Avg Close — Range —
Q1 2014
Shares 4,141,750 Value ($000) $12,673 Avg Close — Range —
Q4 2013
Shares 2,638,974 Value ($000) $8,181 Avg Close — Range —
Q2 2013
Shares 1,291,270 Value ($000) $3,874 Avg Close — Range —