CHIMERA INVT CORP

CUSIP: 16934Q109 Class: COM

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q4 2014
Shares 22,900,376 Value ($000) $72,822 Avg Close — Range —
Q3 2014
Shares 22,875,376 Value ($000) $69,541 Avg Close — Range —
Q2 2014
Shares 5,107,000 Value ($000) $16,291 Avg Close — Range —
Q3 2013
Shares 13,381,752 Value ($000) $40,680 Avg Close — Range —