ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AM's Holding History (CIK: 0001132716)

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

Q3 2013
Shares 50,000 Value ($000) $768,000 Avg Close — Range —
Q2 2013
Shares 25,000 Value ($000) $446,000 Avg Close — Range —