CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2013
Shares 178,113 Value ($000) $552 Avg Close — Range —
Q3 2013
Shares 233,219 Value ($000) $709 Avg Close — Range —
Q2 2013
Shares 255,083 Value ($000) $765 Avg Close — Range —