AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q3 2013
Shares 58,623 Value ($000) $1,325 Avg Close — Range —
Q2 2013
Shares 69,791 Value ($000) $1,607 Avg Close — Range —