AG MTG INVT TR INC

CUSIP: 001228105 Class: Real Estate Investment Trust

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2019
Shares 114,700 Value ($000) $1,769 Avg Close — Range —
Q3 2019
Shares 330,000 Value ($000) $5,000 Avg Close — Range —
Q2 2019
Shares 325,000 Value ($000) $5,167 Avg Close — Range —
Q1 2019
Shares 242,400 Value ($000) $4,082 Avg Close — Range —
Q2 2013
Shares 12,300 Value ($000) $231 Avg Close — Range —