ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

MARTINGALE ASSET MANAGEMENT L P's Holding History (CIK: 0000936944)

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

Q4 2017
Shares 27,606 Value ($000) $333 Avg Close — Range —
Q3 2017
Shares 67,886 Value ($000) $986 Avg Close — Range —
Q2 2017
Shares 70,433 Value ($000) $1,033 Avg Close — Range —
Q3 2014
Shares 62,231 Value ($000) $1,008 Avg Close — Range —
Q2 2014
Shares 73,548 Value ($000) $1,253 Avg Close — Range —
Q1 2014
Shares 67,646 Value ($000) $1,145 Avg Close — Range —
Q4 2013
Shares 47,822 Value ($000) $736 Avg Close — Range —