AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q1 2014
Shares 46,130 Value ($000) $991 Avg Close — Range —
Q4 2013
Shares 371,646 Value ($000) $7,169 Avg Close — Range —
Q3 2013
Shares 370,547 Value ($000) $8,363 Avg Close — Range —
Q2 2013
Shares 414,947 Value ($000) $9,540 Avg Close — Range —