CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM's Holding History (CIK: 0000938076)

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

Q1 2015
Shares 1,484,764 Value ($000) $4,662 Avg Close — Range —
Q4 2014
Shares 1,634,515 Value ($000) $5,198 Avg Close — Range —
Q3 2014
Shares 1,634,515 Value ($000) $4,969 Avg Close — Range —
Q2 2014
Shares 1,634,515 Value ($000) $5,214 Avg Close — Range —
Q1 2014
Shares 1,634,515 Value ($000) $5,002 Avg Close — Range —
Q4 2013
Shares 1,762,185 Value ($000) $5,463 Avg Close — Range —
Q3 2013
Shares 1,762,185 Value ($000) $5,357 Avg Close — Range —
Q2 2013
Shares 1,762,185 Value ($000) $5,287 Avg Close — Range —