AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q3 2016
Shares 483,000 Value ($000) $9,438 Avg Close — Range —
Q2 2016
Shares 483,000 Value ($000) $9,573 Avg Close — Range —
Q1 2016
Shares 483,000 Value ($000) $8,998 Avg Close — Range —
Q4 2015
Shares 483,000 Value ($000) $8,375 Avg Close — Range —
Q3 2015
Shares 225,000 Value ($000) $4,208 Avg Close — Range —