CHIMERA INVT CORP

CUSIP: 16934Q208 Class: Common Stock

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

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

Q4 2017
Shares 12,200 Value ($000) $225 Avg Close — Range —
Q3 2017
Shares 12,200 Value ($000) $231 Avg Close — Range —
Q2 2017
Shares 12,500 Value ($000) $233 Avg Close — Range —
Q1 2017
Shares 298,851 Value ($000) $6,031 Avg Close — Range —
Q4 2016
Shares 242,192 Value ($000) $4,122 Avg Close — Range —
Q3 2016
Shares 180,817 Value ($000) $2,884 Avg Close — Range —
Q2 2016
Shares 100,800 Value ($000) $1,583 Avg Close — Range —