CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q1 2015
Shares 2,285,700 Value ($000) $7,269 Avg Close — Range —
Q4 2014
Shares 2,285,700 Value ($000) $7,269 Avg Close — Range —
Q3 2014
Shares 2,114,500 Value ($000) $6,428 Avg Close — Range —
Q2 2014
Shares 2,359,800 Value ($000) $7,528 Avg Close — Range —
Q1 2014
Shares 2,587,200 Value ($000) $7,994 Avg Close — Range —
Q4 2013
Shares 2,070,800 Value ($000) $6,564 Avg Close — Range —
Q3 2013
Shares 2,087,675 Value ($000) $6,347 Avg Close — Range —
Q2 2013
Shares 2,066,391 Value ($000) $6,199 Avg Close — Range —