DONEGAL GROUP INC

Ticker: DGICA CUSIP: 257701201 Class: Common Stock

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

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

Q4 2019

Shares 10,154 Value ($000) $150 Avg Close $11.08 Range $10.64 - $11.58

Q3 2019

Shares 10,154 Value ($000) $149 Avg Close $10.91 Range $10.33 - $11.48

Q2 2019

Shares 10,854 Value ($000) $166 Avg Close $10.42 Range $9.16 - $11.50

Q1 2019

Shares 10,854 Value ($000) $146 Avg Close $9.90 Range $9.45 - $10.37

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2019	10,154	$150	$11.08	$10.64 - $11.58
Q3 2019	10,154	$149	$10.91	$10.33 - $11.48
Q2 2019	10,854	$166	$10.42	$9.16 - $11.50
Q1 2019	10,854	$146	$9.90	$9.45 - $10.37