MARATHON ASSET MANAGEMENT LP

Holdings History for Chimera Investment Corp - Common (CIM)

Symbol: CIM on NYSE
Investment type: Equity / Common

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2016		-3.4%	$0	0	-207,800	-100%		Q1 2016
31 Dec 2015	3.4%	0%	$2,834,000	207,800	0		$13.64	Q4 2015
30 Sep 2015	2.3%	+1.1%	$2,778,000	207,800	+100,000	+93%	$13.37	Q3 2015
30 Jun 2015	0.83%	+0.83%	$1,478,000	107,800	+107,800	NEW	$13.71	Q2 2015

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.