CHIMERA INVT CORP

CUSIP: 16934Q10 Class: COM

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

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

Q1 2015
Shares 10,108,071 Value ($000) $31,739 Avg Close — Range —
Q4 2014
Shares 10,941,924 Value ($000) $34,795 Avg Close — Range —
Q3 2014
Shares 1,180,207 Value ($000) $3,588 Avg Close — Range —