AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

LOS ANGELES CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001177206)

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

Q3 2016
Shares 499,562 Value ($000) $9,761 Avg Close — Range —
Q2 2016
Shares 804,707 Value ($000) $15,949 Avg Close — Range —
Q1 2016
Shares 584,045 Value ($000) $10,881 Avg Close — Range —
Q4 2015
Shares 231,675 Value ($000) $4,017 Avg Close — Range —
Q3 2015
Shares 415,578 Value ($000) $7,771 Avg Close — Range —
Q2 2015
Shares 41,278 Value ($000) $758 Avg Close — Range —
Q1 2015
Shares 1,710,594 Value ($000) $36,487 Avg Close — Range —
Q4 2014
Shares 1,346,905 Value ($000) $29,403 Avg Close — Range —
Q3 2014
Shares 323,095 Value ($000) $6,866 Avg Close — Range —
Q2 2014
Shares 111,930 Value ($000) $2,620 Avg Close — Range —
Q1 2014
Shares 114,030 Value ($000) $2,451 Avg Close — Range —
Q2 2013
Shares 65,013 Value ($000) $1,496 Avg Close — Range —