CHIMERA INVT CORP

CUSIP: 16934Q20 Class: COMM

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

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

Q3 2016
Shares 2,632,258 Value ($000) $41,985 Avg Close — Range —
Q2 2016
Shares 530,727 Value ($000) $8,332 Avg Close — Range —
Q4 2015
Shares 13,700 Value ($000) $187 Avg Close — Range —