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PENN MUTUAL LIFE INSURANCE CO
> CIM
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2018 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 0 | 6,937,000 | 330,000 | $18.30 |
| 03/31/2018 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 0 | 6,607,000 | -406,000 | $17.43 |
| 12/31/2017 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 0 | 7,013,000 | -167,000 | $18.50 |
| 09/30/2017 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 112,000 | 7,180,000 | 2,206,000 | $18.94 |
| 06/30/2017 | CHIMERA INVESTMENT CORP | CIM | 267,000 | 267,000 | 4,974,000 | 4,974,000 | $18.63 |
| 03/31/2017 | CHIMERA INVESTMENT CORP | CIM | 0 | -347,000 | 0 | -5,901,000 | |
| 12/31/2016 | CHIMERA INVESTMENT CORP | CIM | 347,000 | -64,000 | 5,901,000 | -650,000 | $17.01 |
| 09/30/2016 | CHIMERA INVESTMENT CORP | CIM | 411,000 | 32,000 | 6,551,000 | 605,000 | $15.94 |
| 06/30/2016 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 379,000 | 5,946,000 | 5,946,000 | $15.69 |
| 03/31/2016 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 0 | 5,147,000 | -18,000 | $13.58 |
| 12/31/2015 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 379,000 | 5,165,000 | 5,165,000 | $13.63 |
| 09/30/2015 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 379,000 | 5,063,000 | 5,063,000 | $13.36 |
| 06/30/2015 | CHIMERA INVESTMENT CORP | CIM | 379,000 | 379,000 | 5,192,000 | 5,192,000 | $13.70 |
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