CHIMERA INVT CORP

CUSIP: 16934Q208 Class: Common Stock

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

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

Q4 2017
Shares 480,263 Value ($000) $8,875 Avg Close — Range —
Q3 2017
Shares 575,919 Value ($000) $10,896 Avg Close — Range —
Q2 2017
Shares 605,302 Value ($000) $11,277 Avg Close — Range —
Q1 2017
Shares 513,782 Value ($000) $10,368 Avg Close — Range —
Q4 2016
Shares 558,482 Value ($000) $9,505 Avg Close — Range —
Q3 2016
Shares 562,182 Value ($000) $8,967 Avg Close — Range —
Q2 2016
Shares 816,281 Value ($000) $12,816 Avg Close — Range —
Q1 2016
Shares 844,086 Value ($000) $11,471 Avg Close — Range —
Q4 2015
Shares 847,736 Value ($000) $11,563 Avg Close — Range —
Q3 2015
Shares 854,271 Value ($000) $11,422 Avg Close — Range —
Q2 2015
Shares 742,601 Value ($000) $10,181 Avg Close — Range —