ELLINGTON FINANCIAL LLC

CUSIP: 288522303 Class: COM

TWO SIGMA SECURITIES, LLC's Holding History (CIK: 0001450144)

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

Q4 2017
Shares 14,244 Value ($000) $207 Avg Close — Range —
Q3 2017
Shares 11,473 Value ($000) $181 Avg Close — Range —
Q4 2016
Shares 10,822 Value ($000) $168 Avg Close — Range —