ELLINGTON FINANCIAL LLC

CUSIP: 288522303 Class: COM

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

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

Q4 2017
Shares 267,328 Value ($000) $3,879 Avg Close — Range —
Q3 2017
Shares 159,034 Value ($000) $2,511 Avg Close — Range —
Q2 2017
Shares 76,832 Value ($000) $1,245 Avg Close — Range —