Matthew Lambiase

CIM

CEO, PRESIDENT AND DIRECTOR · CHIMERA INVESTMENT CORP · CIK 0001419165

FILING MIX · LIFETIME83%/17%

BUYS

SELLS

TOTAL VALUE

$1.51M

COMPANIES

ACTIVE SINCE

Jan 2020

HOLDINGS NOW

943,876

AVG SELL PX

$22.50

Trades · vs SPY

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Performance · forward returns vs SPY

1 backtested trades · 8 horizons

Forward-return performance of every backtestable P/S trade by Matthew Lambiase, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	1	+0.00%	-6.61%	+3.44%	-10.05%	-10.05%	—
14d	1	+0.00%	-17.06%	+3.17%	-20.23%	-20.23%	—
30d	1	+0.00%	-21.56%	+20.13%	-41.69%	-41.69%	—
60d	1	+0.00%	-17.06%	+23.65%	-40.70%	-40.70%	—
90d	1	+100.00%	+14.31%	+31.17%	-16.85%	-16.85%	—
180d	1	+0.00%	-5.31%	+42.48%	-47.79%	-47.79%	—
1y	1	+100.00%	+44.90%	+66.17%	-21.27%	-21.27%	—
2y	1	+100.00%	+56.55%	+91.80%	-35.25%	-35.25%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

CIM · 943,876 shares · as of Mar 18, 2020

Trading cadence · quarterly flow

BUY ● SELL ●

2020

FLOW · 5 buys / 1 sellsCOVERAGE · 1 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED
CIM CHIMERA INVESTMENT CORP	PURCHASEGRANT Stock grant	50,000	$8.51	$425.5K	993,876	Mar 18, 2020	Mar 18, 2020 ↗
CIM CHIMERA INVESTMENT CORP	PURCHASE CEO, President and Director	50,000	$8.51	$425.5K	993,876	Mar 18, 2020	Mar 19, 2020 ↗
CIM CHIMERA INVESTMENT CORP	PURCHASE CEO, President and Director	50,000	$8.51	$425.5K	943,876	Mar 18, 2020	Mar 24, 2020 ↗
CIM CHIMERA INVESTMENT CORP	PURCHASEGRANT Stock grant	120,348	—	—	904,185	Feb 16, 2020	Feb 19, 2020 ↗
CIM CHIMERA INVESTMENT CORP	SALE CEO, President and Director	10,309	$22.50	$232.0K	893,876	Feb 16, 2020	Feb 19, 2020 ↗
CIM CHIMERA INVESTMENT CORP	PURCHASEGRANT Stock grant	42,332	—	—	770,875	Jan 2, 2020	Jan 6, 2020 ↗

Other insiders · CIM

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About this filer

CIK 0001419165

ROLE

CEO, President and Director

PRIMARY

CIM

COMPANIES

ACTIVE SINCE

Jan 2020

MARKETPEEL · /INSIDER/0001419165DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

Matthew Lambiase

The morning brief, before the bell.