X0304 5 2011-12-31 0 0 0 0001409493 CHIMERA INVESTMENT CORP CIM 0001310516 Reilly John Patrick C/O CHIMERA INVESTMENT CORPORATION 1211 AVENUE OF THE AMERICAS SUITE 2902 NEW YORK NY 10036 1 0 0 0 Common Stock 81391 D Common Stock 14500 I By Children The reporting person disclaims beneficial ownership of these securities, and this report shall not be deemed an admission that the reporting person is the beneficial owner of such shares for purposes of Section 16 or for any other purpose. /s/ John P. Reilly 2012-02-13