BLACKSTONE GSO FLTING RTE FU

CUSIP: 09256U105 Class: COM

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

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

Q4 2013
Shares 101,860 Value ($000) $1,920 Avg Close — Range —
Q3 2013
Shares 101,860 Value ($000) $1,951 Avg Close — Range —
Q2 2013
Shares 66,867 Value ($000) $1,339 Avg Close — Range —