ELLINGTON FINANCIAL INC

Ticker: EFC CUSIP: 28852N109 Class: REIT

ACADIAN ASSET MANAGEMENT LLC's Holding History (CIK: 0000916542)

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

Q2 2020
Shares 5,207 Value ($000) $61 Avg Close — Range —
Q1 2020
Shares 551,203 Value ($000) $3,147 Avg Close — Range —
Q4 2019
Shares 928,873 Value ($000) $17,026 Avg Close — Range —
Q3 2019
Shares 627,552 Value ($000) $11,340 Avg Close — Range —
Q2 2019
Shares 492,520 Value ($000) $8,849 Avg Close — Range —
Q1 2019
Shares 94,452 Value ($000) $1,691 Avg Close — Range —