CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO's Holding History (CIK: 0000315297)

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

Q1 2015
Shares 353,554 Value ($000) $1,110 Avg Close — Range —
Q4 2014
Shares 367,335 Value ($000) $1,168 Avg Close — Range —
Q3 2014
Shares 367,895 Value ($000) $1,118 Avg Close — Range —
Q2 2014
Shares 368,214 Value ($000) $1,175 Avg Close — Range —
Q1 2014
Shares 368,635 Value ($000) $1,128 Avg Close — Range —
Q4 2013
Shares 368,776 Value ($000) $1,143 Avg Close — Range —
Q3 2013
Shares 368,176 Value ($000) $1,119 Avg Close — Range —
Q2 2013
Shares 368,663 Value ($000) $1,106 Avg Close — Range —