ASSURED GUARANTY LTD

Ticker: AGO CUSIP: G0585R106 Class: EQTY

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

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

Q3 2017

Shares 94,176 Value ($000) $3,555 Avg Close $37.09 Range $32.23 - $39.54

Q2 2017

Shares 177,876 Value ($000) $7,425 Avg Close $34.02 Range $31.61 - $36.74

Q1 2017

Shares 304,076 Value ($000) $11,284 Avg Close $34.08 Range $31.02 - $36.86

Q4 2016

Shares 758,474 Value ($000) $28,648 Avg Close $28.80 Range $23.45 - $33.50

Q3 2016

Shares 1,289,161 Value ($000) $35,774 Avg Close $23.01 Range $21.01 - $24.00

Q2 2016

Shares 1,552,721 Value ($000) $39,393 Avg Close $21.86 Range $19.94 - $23.36

Q1 2016

Shares 1,108,775 Value ($000) $28,052 Avg Close $20.75 Range $18.35 - $22.59

Q4 2015

Shares 364,445 Value ($000) $9,632 Avg Close $22.54 Range $20.54 - $24.84

Q3 2015

Shares 306,745 Value ($000) $7,669 Avg Close $21.04 Range $19.17 - $22.46

Q4 2013

Shares 19,666 Value ($000) $464 Avg Close $17.63 Range $14.40 - $20.16

Q3 2013

Shares 21,399 Value ($000) $401 Avg Close $17.07 Range $14.90 - $19.03

Q2 2013

Shares 9,900 Value ($000) $218 Avg Close $17.51 Range $15.17 - $19.83

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2017	94,176	$3,555	$37.09	$32.23 - $39.54
Q2 2017	177,876	$7,425	$34.02	$31.61 - $36.74
Q1 2017	304,076	$11,284	$34.08	$31.02 - $36.86
Q4 2016	758,474	$28,648	$28.80	$23.45 - $33.50
Q3 2016	1,289,161	$35,774	$23.01	$21.01 - $24.00
Q2 2016	1,552,721	$39,393	$21.86	$19.94 - $23.36
Q1 2016	1,108,775	$28,052	$20.75	$18.35 - $22.59
Q4 2015	364,445	$9,632	$22.54	$20.54 - $24.84
Q3 2015	306,745	$7,669	$21.04	$19.17 - $22.46
Q4 2013	19,666	$464	$17.63	$14.40 - $20.16
Q3 2013	21,399	$401	$17.07	$14.90 - $19.03
Q2 2013	9,900	$218	$17.51	$15.17 - $19.83