CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

ACADIAN ASSET MANAGEMENT LLC's Holding History (CIK: 0000916542)

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

Q1 2015
Shares 633,524 Value ($000) $1,989 Avg Close — Range —
Q4 2014
Shares 1,007,422 Value ($000) $3,205 Avg Close — Range —
Q2 2014
Shares 27,842 Value ($000) $89 Avg Close — Range —
Q1 2014
Shares 27,842 Value ($000) $85 Avg Close — Range —