INVESCO MORTGAGE CAPITAL INC

CUSIP: 46131B100 Class: COM

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

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

Q4 2014
Shares 1,598,099 Value ($000) $24,706 Avg Close — Range —
Q3 2014
Shares 1,330,983 Value ($000) $20,924 Avg Close — Range —
Q2 2014
Shares 850,878 Value ($000) $14,772 Avg Close — Range —
Q1 2014
Shares 850,878 Value ($000) $14,014 Avg Close — Range —
Q4 2013
Shares 850,878 Value ($000) $12,490 Avg Close — Range —