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GEODE CAPITAL MANAGEMENT, LLC
> CIM
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | CHIMERA INVESTMENT CORP | CIM | 4,599,668 | 172,670 | 26,540,097,000 | 1,571,815,000 | $5,770.00 |
| 03/31/2023 | CHIMERA INVESTMENT CORP | CIM | 4,426,998 | 334,496 | 24,968,282,000 | 24,946,920,000 | $5,640.00 |
| 09/30/2022 | CHIMERA INVESTMENT CORP | CIM | 4,092,502 | -3,051 | 21,362,000 | -14,760,000 | $5.22 |
| 06/30/2022 | CHIMERA INVESTMENT CORP | CIM | 4,095,553 | 10,560 | 36,122,000 | -13,061,000 | $8.82 |
| 03/31/2022 | CHIMERA INVESTMENT CORP | CIM | 4,084,993 | 104,160 | 49,183,000 | -10,847,000 | $12.04 |
| 12/31/2021 | CHIMERA INVESTMENT CORP | CIM | 3,980,833 | 36,953 | 60,030,000 | 1,464,000 | $15.08 |
| 09/30/2021 | CHIMERA INVESTMENT CORP | CIM | 3,943,880 | 168,173 | 58,566,000 | 1,704,000 | $14.85 |
| 06/30/2021 | CHIMERA INVESTMENT CORP | CIM | 3,775,707 | 426,080 | 56,862,000 | 14,322,000 | $15.06 |
| 03/31/2021 | CHIMERA INVESTMENT CORP | CIM | 3,349,627 | 413,702 | 42,540,000 | 12,447,000 | $12.70 |
| 12/31/2020 | CHIMERA INVESTMENT CORP | CIM | 2,935,925 | 148,266 | 30,093,000 | 7,235,000 | $10.25 |
| 09/30/2020 | CHIMERA INVESTMENT CORP | CIM | 2,787,659 | 104,116 | 22,858,000 | -2,930,000 | $8.20 |
| 06/30/2020 | CHIMERA INVESTMENT CORP | CIM | 2,683,543 | 500,064 | 25,788,000 | 5,919,000 | $9.61 |
| 03/31/2020 | CHIMERA INVESTMENT CORP | CIM | 2,183,479 | -553,649 | 19,869,000 | -36,865,000 | $9.10 |
| 12/31/2019 | CHIMERA INVESTMENT CORP | CIM | 2,737,128 | 92,373 | 56,734,000 | 6,417,000 | $20.73 |
| 06/30/2019 | CHIMERA INVESTMENT CORP | CIM | 2,644,755 | -181,454 | 50,317,000 | -3,068,000 | $19.03 |
| 03/31/2019 | CHIMERA INVESTMENT CORP | CIM | 2,826,209 | 251,484 | 53,385,000 | 7,314,000 | $18.89 |
| 12/31/2018 | CHIMERA INVESTMENT CORP | CIM | 2,574,725 | 61,452 | 46,071,000 | 448,000 | $17.89 |
| 09/30/2018 | CHIMERA INVESTMENT CORP | CIM | 2,513,273 | -511,841 | 45,623,000 | -9,676,000 | $18.15 |
| 06/30/2018 | CHIMERA INVESTMENT CORP | CIM | 3,025,114 | 85,690 | 55,299,000 | 4,124,000 | $18.28 |
| 03/31/2018 | CHIMERA INVESTMENT CORP | CIM | 2,939,424 | 159,702 | 51,175,000 | -194,000 | $17.41 |
| 12/31/2017 | CHIMERA INVESTMENT CORP | CIM | 2,779,722 | 143,919 | 51,369,000 | 1,500,000 | $18.48 |
| 09/30/2017 | CHIMERA INVESTMENT CORP | CIM | 2,635,803 | 121,912 | 49,869,000 | 3,036,000 | $18.92 |
| 06/30/2017 | CHIMERA INVESTMENT CORP | CIM | 2,513,891 | -84,114 | 46,833,000 | 46,780,573 | $18.63 |
| 03/31/2017 | CHIMERA INVESTMENT CORP | CIM | 2,598,005 | 2,598,005 | 52,427 | 52,427 | $0.02 |
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