COBALT INTL ENERGY INC

CUSIP: 19075FAA4 Class: NOTE 2.625%12/0

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

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

Q2 2016
Shares 2,000,000 Value ($000) $750 Avg Close — Range —
Q1 2016
Shares 2,000,000 Value ($000) $998 Avg Close — Range —