AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q3 2016
Shares 1,207,200 Value ($000) $23,589 Avg Close — Range —
Q2 2016
Shares 1,241,500 Value ($000) $24,607 Avg Close — Range —
Q1 2016
Shares 1,249,800 Value ($000) $23,284 Avg Close — Range —
Q4 2015
Shares 1,218,900 Value ($000) $21,136 Avg Close — Range —
Q3 2015
Shares 1,150,500 Value ($000) $21,514 Avg Close — Range —
Q2 2015
Shares 1,116,000 Value ($000) $20,501 Avg Close — Range —
Q1 2015
Shares 2,156,230 Value ($000) $47,243 Avg Close — Range —
Q4 2014
Shares 2,156,230 Value ($000) $47,243 Avg Close — Range —
Q3 2014
Shares 1,262,955 Value ($000) $26,838 Avg Close — Range —
Q2 2014
Shares 1,108,868 Value ($000) $25,959 Avg Close — Range —
Q1 2014
Shares 1,116,470 Value ($000) $24,640 Avg Close — Range —
Q4 2013
Shares 1,224,203 Value ($000) $24,398 Avg Close — Range —
Q3 2013
Shares 1,012,200 Value ($000) $22,845 Avg Close — Range —
Q2 2013
Shares 958,979 Value ($000) $22,047 Avg Close — Range —