INVESCO MORTGAGE CAPITAL INC

CUSIP: 46131B100 Class: COM

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

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

Q4 2019
Shares 1,031,300 Value ($000) $17,171 Avg Close — Range —
Q3 2019
Shares 1,433,900 Value ($000) $21,953 Avg Close — Range —
Q2 2019
Shares 545,400 Value ($000) $8,792 Avg Close — Range —
Q1 2019
Shares 225,100 Value ($000) $3,557 Avg Close — Range —
Q4 2018
Shares 40,200 Value ($000) $582 Avg Close — Range —
Q3 2018
Shares 40,200 Value ($000) $636 Avg Close — Range —
Q2 2018
Shares 40,200 Value ($000) $639 Avg Close — Range —
Q4 2013
Shares 51,466 Value ($000) $756 Avg Close — Range —
Q3 2013
Shares 50,696 Value ($000) $780 Avg Close — Range —
Q2 2013
Shares 58,398 Value ($000) $967 Avg Close — Range —