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CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM
> CIM
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | CHIMERA INVESTMENT CORP | CIM | 286,128 | -7,851 | 1,650,959,000 | -7,083,000 | $5,770.00 |
| 03/31/2023 | CHIMERA INVESTMENT CORP | CIM | 293,979 | -3,818 | 1,658,042,000 | 20,158,000 | $5,640.00 |
| 12/31/2022 | CHIMERA INVESTMENT CORP | CIM | 297,797 | -639 | 1,637,884,000 | 1,636,326,000 | $5,500.00 |
| 09/30/2022 | CHIMERA INVESTMENT CORP | CIM | 298,436 | -7,823 | 1,558,000 | -1,143,000 | $5.22 |
| 06/30/2022 | CHIMERA INVESTMENT CORP | CIM | 306,259 | 2,134 | 2,701,000 | -961,000 | $8.82 |
| 03/31/2022 | CHIMERA INVESTMENT CORP | CIM | 304,125 | -23,570 | 3,662,000 | -1,280,000 | $12.04 |
| 12/31/2021 | CHIMERA INVESTMENT CORP | CIM | 327,695 | 10,942 | 4,942,000 | 238,000 | $15.08 |
| 09/30/2021 | CHIMERA INVESTMENT CORP | CIM | 316,753 | -603 | 4,704,000 | -75,000 | $14.85 |
| 06/30/2021 | CHIMERA INVESTMENT CORP | CIM | 317,356 | 27,885 | 4,779,000 | 1,103,000 | $15.06 |
| 03/31/2021 | CHIMERA INVESTMENT CORP | CIM | 289,471 | -2,862 | 3,676,000 | 680,000 | $12.70 |
| 12/31/2020 | CHIMERA INVESTMENT CORP | CIM | 292,333 | -5,822 | 2,996,000 | 131,000 | $10.25 |
| 06/30/2020 | CHIMERA INVESTMENT CORP | CIM | 298,155 | -18,390 | 2,865,000 | -16,000 | $9.61 |
| 03/31/2020 | CHIMERA INVESTMENT CORP | CIM | 316,545 | 28,226 | 2,881,000 | -3,047,000 | $9.10 |
| 12/31/2019 | CHIMERA INVESTMENT CORP | CIM | 288,319 | -8,575 | 5,928,000 | 121,000 | $20.56 |
| 09/30/2019 | CHIMERA INVESTMENT CORP | CIM | 296,894 | 867 | 5,807,000 | 221,000 | $19.56 |
| 06/30/2019 | CHIMERA INVESTMENT CORP | CIM | 296,027 | 1,334 | 5,586,000 | 63,000 | $18.87 |
| 03/31/2019 | CHIMERA INVESTMENT CORP | CIM | 294,693 | -6,849 | 5,523,000 | 150,000 | $18.74 |
| 12/31/2018 | CHIMERA INVESTMENT CORP | CIM | 301,542 | -1,945 | 5,373,000 | -129,000 | $17.82 |
| 09/30/2018 | CHIMERA INVESTMENT CORP | CIM | 303,487 | -259 | 5,502,000 | -50,000 | $18.13 |
| 06/30/2018 | CHIMERA INVESTMENT CORP | CIM | 303,746 | -1,382 | 5,552,000 | 240,000 | $18.28 |
| 03/31/2018 | CHIMERA INVESTMENT CORP | CIM | 305,128 | -9,880 | 5,312,000 | -509,000 | $17.41 |
| 12/31/2017 | CHIMERA INVESTMENT CORP | CIM | 315,008 | 1,589 | 5,821,000 | -109,000 | $18.48 |
| 09/30/2017 | CHIMERA INVESTMENT CORP | CIM | 313,419 | -31,859 | 5,930,000 | -502,000 | $18.92 |
| 06/30/2017 | CHIMERA INVESTMENT CORP | CIM | 345,278 | -38,874 | 6,432,000 | -1,321,000 | $18.63 |
| 03/31/2017 | CHIMERA INVESTMENT CORP | CIM | 384,152 | 384,152 | 7,753,000 | 7,753,000 | $20.18 |
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