AUBURN NATL BANCORP

Ticker: AUBN CUSIP: 050473107 Class: Stock

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q4 2019

Shares 70 Value ($000) $4 Avg Close $35.06 Range $29.73 - $43.05

Q2 2019

Shares 1,700 Value ($000) $57 Avg Close $27.71 Range $24.20 - $30.83

Q1 2019

Shares 1,991 Value ($000) $79 Avg Close $26.59 Range $23.54 - $32.15

Q4 2018

Shares 1,855 Value ($000) $59 Avg Close $28.62 Range $21.49 - $31.91

Q3 2018

Shares 1,635 Value ($000) $63 Avg Close $35.72 Range $29.04 - $41.01

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2019	70	$4	$35.06	$29.73 - $43.05
Q2 2019	1,700	$57	$27.71	$24.20 - $30.83
Q1 2019	1,991	$79	$26.59	$23.54 - $32.15
Q4 2018	1,855	$59	$28.62	$21.49 - $31.91
Q3 2018	1,635	$63	$35.72	$29.04 - $41.01