ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

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

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

Q3 2021
Shares 9,210 Value ($000) $103 Avg Close — Range —
Q2 2021
Shares 10,484 Value ($000) $123 Avg Close — Range —
Q1 2021
Shares 16,234 Value ($000) $200 Avg Close — Range —
Q4 2020
Shares 18,762 Value ($000) $245 Avg Close — Range —
Q3 2020
Shares 18,185 Value ($000) $202 Avg Close — Range —
Q2 2020
Shares 20,423 Value ($000) $210 Avg Close — Range —
Q1 2020
Shares 9,078 Value ($000) $48 Avg Close — Range —
Q4 2019
Shares 29,882 Value ($000) $324 Avg Close — Range —
Q3 2019
Shares 28,447 Value ($000) $300 Avg Close — Range —
Q2 2019
Shares 21,061 Value ($000) $227 Avg Close — Range —