CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

LOS ANGELES CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001177206)

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

Q1 2015
Shares 3,713,009 Value ($000) $11,659 Avg Close — Range —
Q4 2014
Shares 3,966,749 Value ($000) $12,614 Avg Close — Range —
Q3 2014
Shares 3,978,669 Value ($000) $12,095 Avg Close — Range —
Q2 2014
Shares 337,350 Value ($000) $1,076 Avg Close — Range —
Q1 2014
Shares 337,350 Value ($000) $1,032 Avg Close — Range —
Q4 2013
Shares 337,350 Value ($000) $1,046 Avg Close — Range —
Q3 2013
Shares 340,001 Value ($000) $1,034 Avg Close — Range —
Q2 2013
Shares 340,001 Value ($000) $1,020 Avg Close — Range —