AMERICAN RLTY CAP PPTYS INC

CUSIP: 02917TAB0 Class: NOTE

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

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

Q2 2015
Shares 7,500,000 Value ($000) $7,031 Avg Close — Range —
Q1 2015
Shares 5,000,000 Value ($000) $4,900 Avg Close — Range —