MIDLAND STATES BANCORP INC

Ticker: MSBI CUSIP: 597742105 Class: Common Stock

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

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

Q2 2021

Shares 245 Value ($000) $6 Avg Close $21.44 Range $19.66 - $22.49

Q1 2021

Shares 1,462 Value ($000) $41 Avg Close $17.75 Range $13.42 - $23.29

Q4 2020

Shares 1,249 Value ($000) $22 Avg Close $12.26 Range $9.54 - $14.65

Q3 2020

Shares 4,475 Value ($000) $58 Avg Close $10.56 Range $9.32 - $11.84

Q2 2020

Shares 5,308 Value ($000) $79 Avg Close $11.18 Range $9.17 - $13.21

Q1 2020

Shares 14,797 Value ($000) $259 Avg Close $17.37 Range $9.51 - $20.71

Q4 2019

Shares 5,942 Value ($000) $172 Avg Close $19.52 Range $17.76 - $21.01

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2021	245	$6	$21.44	$19.66 - $22.49
Q1 2021	1,462	$41	$17.75	$13.42 - $23.29
Q4 2020	1,249	$22	$12.26	$9.54 - $14.65
Q3 2020	4,475	$58	$10.56	$9.32 - $11.84
Q2 2020	5,308	$79	$11.18	$9.17 - $13.21
Q1 2020	14,797	$259	$17.37	$9.51 - $20.71
Q4 2019	5,942	$172	$19.52	$17.76 - $21.01