CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

Aperio Group, LLC's Holding History (CIK: 0001364615)

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

Q1 2015
Shares 2,357,524 Value ($000) $7,403 Avg Close — Range —
Q4 2014
Shares 645,928 Value ($000) $2,054 Avg Close — Range —
Q3 2014
Shares 453,141 Value ($000) $1,378 Avg Close — Range —
Q2 2014
Shares 472,011 Value ($000) $1,506 Avg Close — Range —
Q1 2014
Shares 229,493 Value ($000) $702 Avg Close — Range —
Q4 2013
Shares 158,217 Value ($000) $490 Avg Close — Range —
Q3 2013
Shares 162,201 Value ($000) $493 Avg Close — Range —
Q2 2013
Shares 151,359 Value ($000) $454 Avg Close — Range —