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ALLIANCEBERNSTEIN L.P.
> CIM
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | CHIMERA INVESTMENT CORP | CIM | 270,703 | 232 | 1,561,956,000 | 36,500,000 | $5,770.00 |
| 03/31/2023 | CHIMERA INVESTMENT CORP | CIM | 270,471 | 0 | 1,525,456,000 | 37,865,000 | $5,640.00 |
| 12/31/2022 | CHIMERA INVESTMENT CORP | CIM | 270,471 | 0 | 1,487,591,000 | 1,486,179,000 | $5,500.00 |
| 09/30/2022 | CHIMERA INVESTMENT CORP | CIM | 270,471 | -16,600 | 1,412,000 | -1,120,000 | $5.22 |
| 06/30/2022 | CHIMERA INVESTMENT CORP | CIM | 287,071 | 0 | 2,532,000 | -924,000 | $8.82 |
| 03/31/2022 | CHIMERA INVESTMENT CORP | CIM | 287,071 | 471 | 3,456,000 | -866,000 | $12.04 |
| 12/31/2021 | CHIMERA INVESTMENT CORP | CIM | 286,600 | 0 | 4,322,000 | 66,000 | $15.08 |
| 09/30/2021 | CHIMERA INVESTMENT CORP | CIM | 286,600 | -73,026 | 4,256,000 | -1,160,000 | $14.85 |
| 06/30/2021 | CHIMERA INVESTMENT CORP | CIM | 359,626 | 70,926 | 5,416,000 | 1,750,000 | $15.06 |
| 03/31/2021 | CHIMERA INVESTMENT CORP | CIM | 288,700 | 1,600 | 3,666,000 | 723,000 | $12.70 |
| 12/31/2020 | CHIMERA INVESTMENT CORP | CIM | 287,100 | 0 | 2,943,000 | 589,000 | $10.25 |
| 09/30/2020 | CHIMERA INVESTMENT CORP | CIM | 287,100 | 0 | 2,354,000 | -405,000 | $8.20 |
| 06/30/2020 | CHIMERA INVESTMENT CORP | CIM | 287,100 | 163,681 | 2,759,000 | 1,636,000 | $9.61 |
| 03/31/2020 | CHIMERA INVESTMENT CORP | CIM | 123,419 | -102,549 | 1,123,000 | -3,523,000 | $9.10 |
| 12/31/2019 | CHIMERA INVESTMENT CORP | CIM | 225,968 | 58,223 | 4,646,000 | 1,365,000 | $20.56 |
| 09/30/2019 | CHIMERA INVESTMENT CORP | CIM | 167,745 | 35,592 | 3,281,000 | 787,000 | $19.56 |
| 06/30/2019 | CHIMERA INVESTMENT CORP | CIM | 132,153 | 3,497 | 2,494,000 | 83,000 | $18.87 |
| 03/31/2019 | CHIMERA INVESTMENT CORP | CIM | 128,656 | 2,468 | 2,411,000 | 162,000 | $18.74 |
| 12/31/2018 | CHIMERA INVESTMENT CORP | CIM | 126,188 | 20,382 | 2,249,000 | 331,000 | $17.82 |
| 09/30/2018 | CHIMERA INVESTMENT CORP | CIM | 105,806 | -300 | 1,918,000 | -22,000 | $18.13 |
| 06/30/2018 | CHIMERA INVESTMENT CORP | CIM | 106,106 | -4,100 | 1,940,000 | 21,000 | $18.28 |
| 03/31/2018 | CHIMERA INVESTMENT CORP | CIM | 110,206 | 745 | 1,919,000 | -104,000 | $17.41 |
| 12/31/2017 | CHIMERA INVESTMENT CORP | CIM | 109,461 | -1,150 | 2,023,000 | -70,000 | $18.48 |
| 09/30/2017 | CHIMERA INVESTMENT CORP | CIM | 110,611 | 2,300 | 2,093,000 | 75,000 | $18.92 |
| 06/30/2017 | CHIMERA INVESTMENT CORP | CIM | 108,311 | 1,830 | 2,018,000 | -131,000 | $18.63 |
| 03/31/2017 | CHIMERA INVESTMENT CORP | CIM | 106,481 | -4,590 | 2,149,000 | 259,000 | $20.18 |
| 12/31/2016 | CHIMERA INVESTMENT CORP | CIM | 111,071 | -7,700 | 1,890,000 | -4,000 | $17.02 |
| 09/30/2016 | CHIMERA INVESTMENT CORP | CIM | 118,771 | 118,771 | 1,894,000 | 1,894,000 | $15.95 |
| 06/30/2016 | CHIMERA INVESTMENT CORP | CIM | 120,121 | 120,121 | 1,886,000 | 1,886,000 | $15.70 |
| 03/31/2016 | CHIMERA INVESTMENT CORP | CIM | 150,921 | -6,915 | 2,051,000 | -102,000 | $13.59 |
| 12/31/2015 | CHIMERA INVESTMENT CORP | CIM | 157,836 | 157,836 | 2,153,000 | 2,153,000 | $13.64 |
| 09/30/2015 | CHIMERA INVESTMENT CORP | CIM | 156,746 | 156,746 | 2,096,000 | 2,096,000 | $13.37 |
| 06/30/2015 | CHIMERA INVESTMENT CORP | CIM | 157,196 | 157,196 | 2,155,000 | 2,155,000 | $13.71 |
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