CHIMERA INVT CORP

CUSIP: 16934QAA7 Class: NOTE 7.000% 4/0

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q1 2021
Shares 18,000 Value ($000) $35 Avg Close — Range —
Q4 2020
Shares 18,000 Value ($000) $28 Avg Close — Range —
Q3 2020
Shares 162,000 Value ($000) $206 Avg Close — Range —
Q2 2020
Shares 2,345,000 Value ($000) $3,417 Avg Close — Range —