NEW RESIDENTIAL INVT CORP

Ticker: RITM CUSIP: 64828T201 Class: REIT

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

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

Q1 2017
Shares 120,300 Value ($000) $2,043 Avg Close — Range —
Q4 2015
Shares 13,100 Value ($000) $159 Avg Close — Range —