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RHUMBLINE ADVISERS
> CIM
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | CHIMERA INVESTMENT CORP | CIM | 383,434 | -7,890 | 2,212,414,000 | 2,210,207,000 | $5,770.00 |
| 03/31/2023 | CHIMERA INVESTMENT CORP | CIM | 391,324 | 16,393 | 2,207,000 | 145,000 | $5.64 |
| 12/31/2022 | CHIMERA INVESTMENT CORP | CIM | 374,931 | -4,633 | 2,062,000 | 81,000 | $5.50 |
| 09/30/2022 | CHIMERA INVESTMENT CORP | CIM | 379,564 | 65,775 | 1,981,000 | -1,797,000 | $5.22 |
| 03/31/2022 | CHIMERA INVESTMENT CORP | CIM | 313,789 | -21,770 | 3,778,000 | -1,282,000 | $12.04 |
| 12/31/2021 | CHIMERA INVESTMENT CORP | CIM | 335,559 | 4,930 | 5,060,000 | 150,000 | $15.08 |
| 09/30/2021 | CHIMERA INVESTMENT CORP | CIM | 330,629 | 11,926 | 4,910,000 | 110,000 | $14.85 |
| 06/30/2021 | CHIMERA INVESTMENT CORP | CIM | 318,703 | 26,386 | 4,800,000 | 1,088,000 | $15.06 |
| 03/31/2021 | CHIMERA INVESTMENT CORP | CIM | 292,317 | -32,866 | 3,712,000 | 379,000 | $12.70 |
| 12/31/2020 | CHIMERA INVESTMENT CORP | CIM | 325,183 | 20,664 | 3,333,000 | 836,000 | $10.25 |
| 09/30/2020 | CHIMERA INVESTMENT CORP | CIM | 304,519 | -42,085 | 2,497,000 | -834,000 | $8.20 |
| 06/30/2020 | CHIMERA INVESTMENT CORP | CIM | 346,604 | 153,814 | 3,331,000 | 1,577,000 | $9.61 |
| 03/31/2020 | CHIMERA INVESTMENT CORP | CIM | 192,790 | 43,614 | 1,754,000 | -1,313,000 | $9.10 |
| 12/31/2019 | CHIMERA INVESTMENT CORP | CIM | 149,176 | 949 | 3,067,000 | 168,000 | $20.56 |
| 09/30/2019 | CHIMERA INVESTMENT CORP | CIM | 148,227 | 1,639 | 2,899,000 | 133,000 | $19.56 |
| 06/30/2019 | CHIMERA INVESTMENT CORP | CIM | 146,588 | -1,746 | 2,766,000 | -14,000 | $18.87 |
| 03/31/2019 | CHIMERA INVESTMENT CORP | CIM | 148,334 | -24,329 | 2,780,000 | -297,000 | $18.74 |
| 12/31/2018 | CHIMERA INVESTMENT CORP | CIM | 172,663 | 2,987 | 3,077,000 | 1,000 | $17.82 |
| 09/30/2018 | CHIMERA INVESTMENT CORP | CIM | 169,676 | -3,567 | 3,076,000 | -91,000 | $18.13 |
| 06/30/2018 | CHIMERA INVESTMENT CORP | CIM | 173,243 | -5,791 | 3,167,000 | 50,000 | $18.28 |
| 03/31/2018 | CHIMERA INVESTMENT CORP | CIM | 179,034 | -142 | 3,117,000 | -194,000 | $17.41 |
| 12/31/2017 | CHIMERA INVESTMENT CORP | CIM | 179,176 | -17,471 | 3,311,000 | -410,000 | $18.48 |
| 09/30/2017 | CHIMERA INVESTMENT CORP | CIM | 196,647 | -7,140 | 3,721,000 | -76,000 | $18.92 |
| 06/30/2017 | CHIMERA INVESTMENT CORP | CIM | 203,787 | -13,060 | 3,797,000 | -579,000 | $18.63 |
| 03/31/2017 | CHIMERA INVESTMENT CORP | CIM | 216,847 | 4,869 | 4,376,000 | 768,000 | $20.18 |
| 12/31/2016 | CHIMERA INVESTMENT CORP | CIM | 211,978 | 13,397 | 3,608,000 | 441,000 | $17.02 |
| 09/30/2016 | CHIMERA INVESTMENT CORP | CIM | 198,581 | 2,019 | 3,167,000 | 81,000 | $15.95 |
| 06/30/2016 | CHIMERA INVESTMENT CORP | CIM | 196,562 | 196,562 | 3,086,000 | 3,086,000 | $15.70 |
| 03/31/2016 | CHIMERA INVESTMENT CORP | CIM | 149,481 | 956 | 2,031,000 | 5,000 | $13.59 |
| 12/31/2015 | CHIMERA INVESTMENT CORP | CIM | 148,525 | 8,848 | 2,026,000 | 111,000 | $13.64 |
| 09/30/2015 | CHIMERA INVESTMENT CORP | CIM | 146,771 | 7,094 | 1,962,000 | 47,000 | $13.37 |
| 06/30/2015 | CHIMERA INVESTMENT CORP | CIM | 139,677 | 139,677 | 1,915,000 | 1,915,000 | $13.71 |
| 03/31/2015 | CHIMERA INVESTMENT CORP | CIM | 700,734 | 700,734 | 2,200,000 | 2,200,000 | $3.14 |
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