WESTERN ASSET HIGH INCOME OP

CUSIP: 95766K109 Class: COM

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

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

Q4 2014
Shares 351,566 Value ($000) $1,888 Avg Close — Range —
Q3 2014
Shares 351,566 Value ($000) $2,036 Avg Close — Range —
Q2 2014
Shares 351,566 Value ($000) $2,145 Avg Close — Range —
Q1 2014
Shares 351,566 Value ($000) $2,127 Avg Close — Range —
Q4 2013
Shares 351,566 Value ($000) $2,085 Avg Close — Range —
Q3 2013
Shares 351,566 Value ($000) $2,099 Avg Close — Range —