NATIONAL GRID PLC

CUSIP: 636274300 Class: SPONSORED ADR NE

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

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

Q4 2016
Shares 1,963 Value ($000) $115 Avg Close — Range —
Q3 2016
Shares 2,252 Value ($000) $160 Avg Close — Range —
Q2 2016
Shares 2,273 Value ($000) $169 Avg Close — Range —
Q1 2016
Shares 2,245 Value ($000) $162 Avg Close — Range —
Q4 2015
Shares 366 Value ($000) $25 Avg Close — Range —
Q3 2015
Shares 97 Value ($000) $7 Avg Close — Range —
Q2 2015
Shares 1,008 Value ($000) $65 Avg Close — Range —
Q1 2015
Shares 1,904 Value ($000) $123 Avg Close — Range —
Q4 2014
Shares 1,777 Value ($000) $126 Avg Close — Range —
Q3 2014
Shares 525 Value ($000) $38 Avg Close — Range —