FIFTH STREET FINANCE CORP

CUSIP: 31678A103 Class: COM

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

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

Q4 2013
Shares 30,554 Value ($000) $283 Avg Close — Range —
Q3 2013
Shares 32,854 Value ($000) $338 Avg Close — Range —
Q2 2013
Shares 40,754 Value ($000) $426 Avg Close — Range —