AMERICAN CAPITAL AGENCY CORP

CUSIP: 02503X105 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q1 2016
Shares 658,366 Value ($000) $12,265 Avg Close — Range —
Q3 2015
Shares 313,845 Value ($000) $5,869 Avg Close — Range —
Q2 2015
Shares 449,329 Value ($000) $8,254 Avg Close — Range —
Q1 2015
Shares 2,745,430 Value ($000) $58,560 Avg Close — Range —
Q4 2014
Shares 2,491,222 Value ($000) $54,383 Avg Close — Range —
Q3 2014
Shares 480,270 Value ($000) $10,206 Avg Close — Range —
Q2 2014
Shares 2,419,304 Value ($000) $56,636 Avg Close — Range —
Q1 2014
Shares 297,420 Value ($000) $6,392 Avg Close — Range —
Q4 2013
Shares 1,167,421 Value ($000) $22,520 Avg Close — Range —