DYNEX CAP INC

Ticker: DX CUSIP: 26817Q886 Class: REIT

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

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

Q4 2019
Shares 41,164 Value ($000) $697 Avg Close — Range —
Q3 2019
Shares 337,696 Value ($000) $4,991 Avg Close — Range —
Q2 2019
Shares 335,964 Value ($000) $5,627 Avg Close — Range —