PENNYMAC MTG INVT TR

Ticker: PMT CUSIP: 70931T103 Class: REIT

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

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

Q3 2020
Shares 871,900 Value ($000) $14,011 Avg Close — Range —
Q2 2020
Shares 1,252,800 Value ($000) $21,962 Avg Close — Range —
Q1 2020
Shares 1,397,400 Value ($000) $14,840 Avg Close — Range —
Q4 2019
Shares 1,353,700 Value ($000) $30,174 Avg Close — Range —
Q3 2019
Shares 1,248,600 Value ($000) $27,756 Avg Close — Range —
Q2 2019
Shares 489,800 Value ($000) $10,692 Avg Close — Range —
Q1 2019
Shares 177,800 Value ($000) $3,682 Avg Close — Range —
Q4 2013
Shares 15,081 Value ($000) $346 Avg Close — Range —
Q3 2013
Shares 18,981 Value ($000) $430 Avg Close — Range —
Q2 2013
Shares 21,296 Value ($000) $448 Avg Close — Range —