MONTPELIER RE HOLDINGS LTD

CUSIP: G62185106 Class: CMN

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

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

Q1 2015
Shares 41,756 Value ($000) $1,604 Avg Close — Range —
Q4 2014
Shares 40,346 Value ($000) $1,442 Avg Close — Range —
Q3 2014
Shares 16,256 Value ($000) $505 Avg Close — Range —
Q2 2014
Shares 11,636 Value ($000) $372 Avg Close — Range —
Q1 2014
Shares 2,626 Value ($000) $78 Avg Close — Range —
Q4 2013
Shares 24,413 Value ($000) $710 Avg Close — Range —
Q3 2013
Shares 55,647 Value ($000) $1,449 Avg Close — Range —
Q2 2013
Shares 72,672 Value ($000) $1,819 Avg Close — Range —