CHIMERA INVT CORP

CUSIP: 16934Q208 Class: Common Stock

BlueCrest Capital Management Ltd's Holding History (CIK: 0001610880)

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

Q4 2016

Shares 34,474 Value ($000) $587 Avg Close — Range —

Q2 2016

Shares 11,078 Value ($000) $174 Avg Close — Range —

Q1 2016

Shares 31,188 Value ($000) $424 Avg Close — Range —

Q3 2015

Shares 17,294 Value ($000) $231 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2016	34,474	$587	—	—
Q2 2016	11,078	$174	—	—
Q1 2016	31,188	$424	—	—
Q3 2015	17,294	$231	—	—