INVESCO MORTGAGE CAP

CUSIP: 46131B10 Class: COM

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

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

Q3 2016
Shares 222,600 Value ($000) $3,390 Avg Close — Range —
Q2 2016
Shares 28,800 Value ($000) $394 Avg Close — Range —
Q1 2016
Shares 27,300 Value ($000) $333 Avg Close — Range —
Q4 2015
Shares 38,900 Value ($000) $482 Avg Close — Range —
Q4 2014
Shares 852,867 Value ($000) $13,185 Avg Close — Range —
Q3 2014
Shares 211,176 Value ($000) $3,320 Avg Close — Range —