RENAISSANCERE HOLDINGS LTD

Ticker: RNR CUSIP: G7496G103 Class: COM

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

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

Q1 2016

Shares 66,600 Value ($000) $7,981 Avg Close $113.56 Range $107.47 - $120.59

Q4 2015

Shares 66,200 Value ($000) $7,493 Avg Close $110.62 Range $104.78 - $116.10

Q3 2015

Shares 43,600 Value ($000) $4,636 Avg Close $104.95 Range $99.35 - $108.79

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2016	66,600	$7,981	$113.56	$107.47 - $120.59
Q4 2015	66,200	$7,493	$110.62	$104.78 - $116.10
Q3 2015	43,600	$4,636	$104.95	$99.35 - $108.79