NEWCASTLE INVT CORP NEW

CUSIP: 65105M603 Class: COMMON STOCK

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

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

Q3 2016
Shares 18,480 Value ($000) $84 Avg Close — Range —
Q2 2016
Shares 18,480 Value ($000) $85 Avg Close — Range —
Q1 2016
Shares 12,400 Value ($000) $54 Avg Close — Range —