INVESCO MORTGAGE CAPITAL INC

CUSIP: 46131B100 Class: COM

ANGELO GORDON & CO., L.P.'s Holding History (CIK: 0000860662)

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

Q4 2015

Shares 90,000 Value ($000) $1,115 Avg Close — Range —

Q3 2015

Shares 90,000 Value ($000) $1,102 Avg Close — Range —

Q2 2015

Shares 90,000 Value ($000) $1,289 Avg Close — Range —

Q1 2015

Shares 90,000 Value ($000) $1,398 Avg Close — Range —

Q4 2014

Shares 90,000 Value ($000) $1,391 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2015	90,000	$1,115	—	—
Q3 2015	90,000	$1,102	—	—
Q2 2015	90,000	$1,289	—	—
Q1 2015	90,000	$1,398	—	—
Q4 2014	90,000	$1,391	—	—