AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

Connor, Clark & Lunn Investment Management Ltd.'s Holding History (CIK: 0001596800)

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

Q2 2015

Shares 52,800 Value ($000) $970 Avg Close — Range —

Q1 2015

Shares 99,600 Value ($000) $2,124 Avg Close — Range —

Q4 2014

Shares 99,000 Value ($000) $2,161 Avg Close — Range —

Q3 2014

Shares 117,100 Value ($000) $2,488 Avg Close — Range —

Q2 2014

Shares 113,300 Value ($000) $2,825 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2015	52,800	$970	—	—
Q1 2015	99,600	$2,124	—	—
Q4 2014	99,000	$2,161	—	—
Q3 2014	117,100	$2,488	—	—
Q2 2014	113,300	$2,825	—	—