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NATCAN INVESTMENT MANAGEMENT INC
> AGNC
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 03/31/2012 | AGNC Investment Corp. | AGNC | 0 | -38,100 | 0 | -1,070,000 | |
| 12/31/2011 | AGNC Investment Corp. | AGNC | 38,100 | -3,600 | 1,070,000 | -60,000 | $28.08 |
| 09/30/2011 | AGNC Investment Corp. | AGNC | 41,700 | 2,000 | 1,130,000 | -26,000 | $27.10 |
| 06/30/2011 | AGNC Investment Corp. | AGNC | 39,700 | 2,700 | 1,156,000 | 78,000 | $29.12 |
| 03/31/2011 | AGNC Investment Corp. | AGNC | 37,000 | 37,000 | 1,078,000 | 1,078,000 | $29.14 |
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