ELLINGTON RESIDENTIAL MTG RE

Ticker: EARN CUSIP: 288578107 Class: REIT

Connor, Clark & Lunn Investment Management Ltd.'s Holding History (CIK: 0001596800)

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

Q4 2016
Shares 16,846 Value ($000) $219 Avg Close — Range —
Q3 2016
Shares 11,916 Value ($000) $155 Avg Close — Range —
Q3 2014
Shares 12,800 Value ($000) $207 Avg Close — Range —