FIRST MERCHANTS CORP

Ticker: FRME CUSIP: 320817109 Class: COM

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

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

Q4 2015
Shares 8,100 Value ($000) $206 Avg Close $19.62 Range $18.41 - $20.54
Q3 2015
Shares 9,000 Value ($000) $236 Avg Close $19.18 Range $18.23 - $19.83