INVESCO MORTGAGE CAPITAL INC

CUSIP: 46131B100 Class: COM

CTC Alternative Strategies, Ltd.'s Holding History (CIK: 0001569550)

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

Q3 2015
Shares 15,000 Value ($000) $183,600 Avg Close — Range —
Q2 2015
Shares 15,000 Value ($000) $214,800 Avg Close — Range —
Q1 2015
Shares 15,000 Value ($000) $232,950 Avg Close — Range —
Q4 2014
Shares 15,000 Value ($000) $231,900 Avg Close — Range —
Q3 2014
Shares 16,200 Value ($000) $254,664 Avg Close — Range —
Q2 2014
Shares 15,000 Value ($000) $260,400 Avg Close — Range —
Q1 2014
Shares 15,000 Value ($000) $247,050 Avg Close — Range —
Q4 2013
Shares 15,000 Value ($000) $220,200 Avg Close — Range —
Q3 2013
Shares 15,000 Value ($000) $230,850 Avg Close — Range —
Q2 2013
Shares 16,100 Value ($000) $266,616 Avg Close — Range —