AMERN STRATEGIC INCOME PTFL

CUSIP: 030099105 Class: COM

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

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

Q2 2014
Shares 479,500 Value ($000) $4,210 Avg Close — Range —
Q1 2014
Shares 479,500 Value ($000) $3,985 Avg Close — Range —
Q4 2013
Shares 479,500 Value ($000) $3,697 Avg Close — Range —
Q3 2013
Shares 38,306 Value ($000) $311 Avg Close — Range —