AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q4 2015
Shares 6,814,445 Value ($000) $118,162 Avg Close — Range —
Q3 2015
Shares 1,462,955 Value ($000) $27,358 Avg Close — Range —
Q2 2015
Shares 1,000,000 Value ($000) $18,371 Avg Close — Range —
Q1 2015
Shares 33,500 Value ($000) $715 Avg Close — Range —
Q4 2014
Shares 868,957 Value ($000) $18,969 Avg Close — Range —
Q3 2014
Shares 2,342,643 Value ($000) $49,782 Avg Close — Range —
Q2 2014
Shares 1,620,980 Value ($000) $37,947 Avg Close — Range —
Q1 2014
Shares 4,229,489 Value ($000) $90,893 Avg Close — Range —
Q4 2013
Shares 14,542,825 Value ($000) $280,531 Avg Close — Range —
Q3 2013
Shares 7,181,129 Value ($000) $162,149 Avg Close — Range —
Q2 2013
Shares 1,237,138 Value ($000) $28,466 Avg Close — Range —